There was a present on the beach of the mayors city. there a Lapis Lazuli inside. If you already sold it you have to get a sparkling blue wonderful and refine it and if your lucky it will be a Lapis Lazuli.
Lapis lazuli (the blue dye) cannot be crafted, but is mined from lapis lazuli ore, which can be found most commonly between 13 and 16 metres above bedrock level. Mining a lapis lazuli ore block with a stone or stronger pickaxe yields 4-8 lapis lazuli shards.