What natural ingredients can be used to color food blue or green?
According to this blog, you can make blue dye from red cabbage, water, and baking soda. I don't know if it would specifically work on scallops, but I haven't been able to find any proof that alkaline dyes are detrimental to them. The article points out that they work for pastries, though. 

Spinach or matcha (green tea powder) could work for green dye. Matcha is already used, primarily in Japan, to dye several kinds of foods and/or drinks and I've personally used spinach to dye Easter eggs.