Not all females are OB. It is just a genetic color polymorphism that exists in a lot of populations of mbuna species. At the moment, I can't think of any completely OB cichlid population in Malawi. That being said though, non-OB female Labeotropheus I would describe more as gray than blue, although they will have some highlights in the fins. They are fairly easy to sex in that regard as they look way less colorful than males.
I have a confession. I'm a cichlaholic.