It's tough in zone 5a to find ones hardy enough to be perennial. Forget-me-not is a biennial, baby blue, and seeds around prolifically. Once planted you will have it forever, unless you mulch and weed out seedlings far more diligently than I. Just a titch darker is Evolvulus glomerata, which I grow potted and overwinter in the house since it's a tender perennial. Another tender perennial in zone 5 is Salvia 'Black and Blue' which to my eye is just a hair more purple than cobalt blue. I let it get frosted and then overwinter on a sunny porch since it is hardy to about zone 6. Plumbago/Ceratostigma plumbaginoides, might be zone 5 hardy, but it has died out for me. Lithodora diffusa such as 'Grace Ward' is a beautiful color but only zone 6 hardy.

There are a couple of Veronicas, Crater Lake Blue and Georgia Blue, that should work, though the first is true blue while the second is cobalt with a hint of purple in some lights.

V. Georgia Blue is a polite spreader, weaving its way around other plants. Here it's in almost full shade, but in brighter light it's denser with darker foliage.

Gentian 'True Blue' has indeed been true blue in my garden, though a bit floppy since in too much shade. There are other Gentians, some of which are really blue, but haven't been easy to grow in my garden, being more rock garden plants. I tried G. septemfida a couple of times unsuccessfully.

You will find several early small bulbs in various shades of blue - Scilla siberica and Iris reticulata both have selections that are quite blue.

Delphinium 'Butterfly Blue' is a true bright blue.

I grow plenty of other "blues" but none of them really are - really they are purple toned - clematis, Baptisia in particular.

Here are some of my favorite true blues, like you I don't like the ones with a purple tinge. Don't know what will work in your zone though.

Ceratostigma plumbaginoides

Anagallis monelli (annual, low growing, reseeds)

Lobelia valida

Nemophila menziesii (light blue, annual, reseeds)

Heliophila coronopifolia (medium blue, annual, airy, reseeds). Mine seem blue but the photos I see have a hint of violet.

Anchusa azurea "Alkanet"

Almost forgot, two more true blue reseeding annuals. I hope at least some of my California blues will work for you in New England.

Phacelia campanularia (California bluebells)

Phacelia viscida

Hydrangea is one of the few common flowers that looks truly blue to my eyes...

I have a bed of vinca with hundreds of muscari and some kind of blue ajuga that knocks my socks off when they all bloom together...

I forgot that I also have Anchusa azurea Dropmore, which has similar baby blue flowers to forget-me-not, but taller and to my mind, on a far less attractive plant. It looks fine when it first sprouts, but in my garden it tends to brown out a fair amount in the summer, and the prickly hairs on the leaves often get stuck in my skin. The only reason that it hasn't been pulled is that it is in a spot I don't often see, so I forget to pull it until it has those prickly leaves, and so decide to wait until next season.

Anchusa Blue Angel is a shorter Anchusa. Just planted it this year but the flowers are a bright blue. I also second Anagallis monellii (Blue Pimpernel).

Brunnera is a pretty blue, and my Jack Frost is very floriferous!