Yes that is possible. There are different shades of colors in neon.
If you take a look at Braceyourselfs cig neon that was posted on a thread
you'll see at the top there's a break. If we did the shades of blue.. there would be more breaks it wouldnt be just one break at the top. Each shade of blue would be a different tube of glass. So on the one side I would run a half oval of dark blue and on the other I would run a half oval of light blue. Then move to the center and do the same thing. Each tube has a mixture of chemicals to make the neon different colors\shades. So if we do that it will have more than just the one break in the oval part. Take a look closely at the image of the cig neon and you'll see the break at the top. The neon has one break in the oval at the top. Because its one color of white.
Let me know if this answered the question.