Looks like Norev are the only company that made the Saxo VTS in 1:43 scale, and from what I can find, they may have only made it in silver. So yeah, the only way to get a blue one is to paint it yourself. The rainforest, Ebay, lots of places stock them.
This may not be as much of a pain to do as you might think; diecasts seem to be easily disassembled/reassembled, thus requiring less masking for a decent result, and of course there's lots of info to be gleaned via Google and diecast enthusiast forums.
If you decide to go down the painting route, I'd recommend getting hold of some cheaper diecast models and practicing on these first - the Norev Saxo is quite expensive by 1:43 scale terms.