Yup - its a while since Ive played but iirc
some early lvl 70 gear will for example have blue red and yellow gem sockets for example but you might be going for max stamina or max damage or something. In which case you might just ignore the colours and be better to put all red dmg gems in.
Personally Id never bother with vendor bought gems unless you were likely to replace the item in a day or so - theyre useless compared to the blue ones you can have cut by any jewelcrafter and usually worse than the green jewelcrafter ones. Auction House is your friend
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RE your edit: yes. (Most of) the blue ones listed are the jewelcrefter made ones you want to be using. They use a blue gem from mining and then the jewelcrafter makes whichever one you want.
Note: you can also use mixed colour gems to get the better benefits and the socket bonuses. Say youre stacking red gems but have a blue socket on an item. Use a purple gem. That counts as both a red and blue socket.
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