Humidity should be between 40-60, so some of the time, you have it fine... I would put a damp towel over most of the screen of the cage when the snake starts going into blue. Keep the towel moist as much as possible, and it'll really help keep the humidity up.
Also just try a soak when the snake is really, really blue. Maybe a couple soaks, every couple days, until the snake actually sheds. I haven't found that lots of soaking beforehand really helps a lot, though, so your best bet is to try and up the relative humidity.
What kind of bedding do you use? Did you try misting the cage when you noticed the snake went into blue? Do you use a huge waterbowl, or a small one?
~jenny
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