You have a lovely space thus far. I do feel the paint color would be the best to change to really pull it together. Yes the 2 shade of blue aren't working for the best look. I would choose a light shade neutral, linen or off white tones. Best wishes!

From your first picture, I assumed the rug was more grey in tone. The rug and walls are probably close enough in hue.

Not a Pro.

If you feel that the wall color and the rug color are far apart, then pull them together with art.

Find some art that has all the colors in the room and it will pull all the colors together and make it more appealing to your eye.

Also, once drapes go up, the room walls will get darker.

From that second picture that you've posted you can see they really aren't working together.

Perhaps try a rug like you see in the below image? We used this in an office design but it might have colors that would work in your room.

Transitional Style Decor · More Info