Whether blue LED lights are allowed inside a car on speakers depends entirely on local laws and regulations. There's no universal answer. Many jurisdictions have laws regarding vehicle lighting that could prohibit or restrict the use of such lights if they're considered to be distracting or interfere with the operation of the vehicle's standard lighting systems. Some places might specifically address interior lighting modifications.
To know for sure, you need to consult your local Department of Motor Vehicles (DMV) or equivalent agency, or review your state's vehicle code.