Try "Bright Earth: Art and the Invention of Colour" by Phillip Ball. [0]. If you're just interested in the colour blue there's also "Blue: The History of a Color" by Michel Pastoureau [1]. The Pastoureau book is more of an overview of art history than a discussion of the history underlying the discovery of the pigment itself.

[0] https://www.amazon.com/Bright-Earth-Art-Invention-Color/dp/0...

[1] https://www.amazon.com/Blue-History-Color-Michel-Pastoureau/...