I'm a purist at heart so purchased linen tzitzit - of which I intended to add them to tallit of linen. I was also going to have blue strings added, also in linen - so if you can get past my vague intro - my question is as follows:

Can blue strings be added to tzitzit if they are comprised wholly of linen, or do the blue strings have to be wool?

I came across the following which led to my question - 
quote extract - Mois Navon P'til Tekhelet - it is worth mentioning that though you may have cotton tzitzit strings, the tekhelet strings must, be halachically, be dyed in wool.