Red light is absorbed and scattered more readily than blue light in water (and in air too). As you descend fewer and fewer red photons are present since they have been scattered and/or absorbed above you.
Typically this can be modelled with the Rayleigh scattering law for small scatterers that suggests a light attenuation as $I_0 e^{-k z/\lambda^4}$ - shorter wavelengths are much more strongly scattered, where they will add to the ambient light. (This, together with selective absorption, is also why the ocean is blue, rather than reflected sky - the blue colour comes from multiply scattered light that returns to the surface)
OK, that explains the bluish background, but what about the blood? Unless you supply some light on your own all the photons that light up your fingernails come from the environment, and they are mostly blue. So most will be absorbed and the red will look dark or bluish. This is presumably the reason why so many deep sea creatures are red or pink - it is normally a very dark colour down there without any red light.
I would assume the sunset vividness of blue flowers would be a combination of this - lots of blue light from all directions - and that the adaptation to lower light levels (the eyes are least sensitive to bluish light and likely start adapting to low-light conditions) make them appear more bright than expected.
See also the excellent Johnsen, Sönke. (2012). The optics of life: a biologist's guide to light in nature. Princeton University Press.