Terrestrial mammals usually get their color from melanins, which makes possible a range of colors, from white to black, yellow to red, and most combinations thereof. However, some dogs appear to have gotten into some alternate pigments, possibly Prussian blue (Fe7(CN)18).
Despite being related to cyanide, Prussian blue (PB) is non toxic due to the strong iron binding... and all of its constituent elements (carbon, nitrogen, iron) are generally available to mammals. From the Dzerzhinsk dogs, we can see that expressing PB as a pigment is clearly possible. However, could "mammals"¹ use PB as a biochrome? (Note that a biochrome is specifically a pigment produced by the organism; the real life dogs are blue because they ingested PB².)
(¹ If you get hung up on Earth mammals, you're missing the point. I'm asking about a fictional reality in which there are warm-blooded, often-furry, viviparous, lactating vertebrates. Please leave your pedantry at the door and take a check-tag.)
(² To be fair, it isn't clear that the pigment in question is definitely PB, or if it's some other probably-cyanide-related pigment. Feel free to either assume it is PB, or, if you can show that some other pigment would work and produce the same effect, feel free to answer based on that.)
Specifically, these "mammals" should:
- Produce PB via biochemical processes, and without poisoning themselves in the process.
- Be capable of producing PB in addition to melanin.
- Produce a consistent amount of PB given "typical" variations in diet. (In other words, just as most real mammals don't usually change colors dramatically due to normal variation in diet, the same should hold true for PB-based coloration.)
- Be capable of producing at least enough PB to have a normal, stable concentration of PB comparable to the Dzerzhinsk dogs.
Note 1: I don't care why this happened; please assume it is the result of advanced genetic engineering, or that appropriate environmental factors exist, or whatever allows you to get past that issue. You don't need to explain what that is.
Note 2: I'm aware there have been previous, more general questions about alternate biological coloration. I'm asking specifically about Prussian blue. I am aware there are other blue biochromes which are found in nature (e.g. azulene). For the purposes of this question, I am not interested in those. I am even less interested in blue coloration from e.g. structural coloration or other non-biochrome means.
First off, thank you for some amazing answers! This got a far better response than I was expecting, and I am extremely thankful for that, especially to Willk and Justin Thyme the Second. I wish I could accept more than one answer, but ultimately I decided on Isaac Woods answer for most specifically addressing how to deal with that pesky cyanide.
Given that I explicitly stated that I don't need a naturalistic explanation, Isaac's answer seems most on point for how a sufficiently capable being might design such a process into an organism. Further, we know that mammals have access to iron, and that biological processes are capable of producing cyanide, so Isaac's answer definitely seems to pass the plausibility test.
Another note... carbon and nitrogen are readily available, but iron might be more problematic. While I did say one criteria was consistency of coloration, consistency is not constancy. Humans don't usually show a lot of color variation, but can if e.g. eating enough carrots. Moreover, we can assume that a blue critter might desire iron more than a non-blue critter and would thus tend to self-regulate. As noted, certain conditions, such as infections or a dietary iron deficiency, might cause changes, and that's okay. The keywords were "normal dietary variation" and "dramatic change in coloration".