Right before the actual shed, the snake will go into "the blue", which you already recognize. At this time, there is a fluid separating the old and new skin. In a few days, the fluid is reabsorbed into the skin and the snake looks normal again. It is shortly after this that the snake will actually shed it's skin.
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Diego

Diego & Tiffany's Zoo:
SNAKES
0.1.0 Boa Constrictor
1.2.0 Corn Snakes (Different morphs)
1.1.0 Hypo Everglades Rat Snakes
0.1.0 Amel Pacific Gopher Snake
2.1.0 Sonoran Gopher Snakes
0.1.0 Amel Sonoran Gopher Snake
1.1.0 Mexican Black Kingsnakes
1.1.0 California Kingsnake
3.2.0 Rosy Boas (Mexican, Temecula, & Bagdad)
1.1.0 Kenyan Sand Boas
0.1.0 Indonesian Dwarf Pacific Boa
1.1.0 Cape York Spotted Pythons
1.1.0 Western Hognoses
0.0.1 Lyre Snake
0.0.1 Glossy Snake
0.0.1 Shovelnose

LIZARDS
2.0.0 Bearded Dragons
1.0.0 African Fat-Tail Gecko
0.1.0 Merauke Blue Tongue Skink
1.4.2 Leopard Geckos
1.0.1 Yellow Niger Uromastyx
1.1.1 Chuckwalla
1.4.0 Banded Gecko
0.0.1 Gold Dust Day Gecko
1.1.3 Sandfish
2.0.0 Desert Iguanas

AMPHIBIANS
1.0.1 Green Tree Frogs
1.0.0 Bubbling Kassina
0.0.1 White's Tree Frog
0.0.2 Gold Frogs
1.0.0 Fire Salamander