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That depends ... are you using the ambient from the blue lights as lighting for illumination of your subjects or are the lights/lighting a subject unto themselves.
My guess is that you treat the blue lights and the ambiance they create onto the gray walls as part of the decor ... just like you would a painting of a blue ocean scene. The painting would not be illuminating your subjects (i.e. people), and neither is your "blue lighting" unless you are really dragging your shutter a lot. The blue lights are painting the walls and floor, not illuminating people (at least not as much as your flash will be).
Remember that your subject lighting is going to be light to subject and your flash to subject is going to be nominally effected by some dim, blue continuous light source. To me, it sounds like the blue lights are "self-illiuminating" / light painting objects, not sources of illumination for you to use for exposure purposes while shooting with flash.
If you gel to match (theory) you'll set your WB such that the walls are then neutral gray ... which, imo is like taking the painting of the ocean off the all and shooting a bare wall.
Shoot your skin with flash and balance to flash, letting the blue paint the walls and floor as they were designed to do. That is with respect to the decor blue lighting.
As to the open sky between 6pm and 10pm ... that ambient blue overhead sky will be the blue that you will be more concerned with for WB balancing (assuming no direct sunlight @ golden hour) with your flash, as it is your source of illumination for your subjects (for a while, depending on time zone location) as you transition to twilight and eventually dark. You could gel your flash to match that cyan/blue based on gray card reading from overhead sky light rather than your blue decor lighting.
Unless the shoot is tonight ... I'd recommend doing some test shots on location in advance.