Chris, welcome to the madness mate!
Blue, especially dark blue has been the bane of figure modellers since the hobby started. This is principally because the blue can end up shinier than a very shiny thing that's just been shined by champion shiner.
This is even more so if the figure is rendered in oils, which is why many modelers have jumped ship into the current trend of using acrylics, which are dead matt.
I use oils myself, and have (had to) become almost obsessional about keeping the colurs matt where they need to be.
What I do is the stick the paint onto a piece of paper or card. This will suck out the excess oils in there, you'll see a stain develop around the paint after a couple of minutes. Whilst this is happening I make orange and do the same with this as well. Marc rightly points out that as the opposite of blue, it make the blue darker. When I'm ready I mix the two. This gives a VERY dark blue, which I sometimes add Windsor & Newton's matt medium to. I then brighten the shade to the colour I'm after and go from there.
Oh, and I undercoat in matt black as well.
All this seems like overkill I know, and it's no wonder people go for other paints. But this works for me......
Have an experiement and enjoy the process while you're at it, that's the main thing