I'd say winter run blue would be the closest color chenille for the body. A lot of the online shops carry it, and it's made by Cascade Crest so fly shops should have it as well.

If you want the glitter tail, you're going to have to use silicone skirt material. Looks like smoke with blue glitter would be closest. I looked around a bit online and found some with blue/black flake, but none with just blue. Maybe that would work?