If the LED's are strong enough, you can overpower the factory gauge coloring and change the color displayed. It will make the HVAC look blue, but you will lose the red/blue on the temp knob.
As for the T/C, fogs and defrost button, there are tiny LED's inside. unsure of the correct size so you'll need to crack one open and take a look. They come green, but if you can locate blue replacements, it's a simple swap
As for the Mach 460 radio, if you want to change it to blue you'll need to find the head unit from a Lincoln Aviator and swap the LED board and LCD display from it into your Mach 460 and it will display in blue