Can't connect Mac to Mac via Finder over LAN
Lots of possible problems, from configuration issues on Blue to security filters in the router to other more obscure things.  Some more information will help pinpoint the problem.


Does Blue have File Sharing turned on?  If not, then that's the problem.
What happens when, on Red, using Finder->Go->Connect to Server... you try to connect to afp://Blue.local
What happens when, on Red, using Finder->Go->Connect to Server... you try to connect to smb://Blue.local
What version of OS X is Orange running?
Is Orange using a wired Ethernet connection to connect to the router or is it using WiFi as well?