Bob(to Alice): HI NEW GIRL! Alice: (runs away screaming) Cathrine: See? I told you people with blue hair were weird! Danny: *facepalm*
Alice is blue-haired, but she gets frequent mood swings. She's quiet and shy one moment, and boisterous and loud the next.
Alice is a Dandere, and once she warms up to you she's friendly and outgoing.
Alice hasn't got blue hair or she isn't shy or both.
Shyness is not dependent on hair color.
Enforced: "We have to make sure the audience knows this character is shy from the get-go. The only way to do that is to make her blue-haired."
Lampshaded: "No wonder you have blue hair! You're so shy and quiet!"
Invoked: Alice dyes her hair blue to appear like this trope.
Exploited: Brenda the bully specifically seeks out blue-haired girls like Alice, knowing that she'll be too shy to make a ruckus and let Brenda and her Girl Posse walk all over her.
Conversed: "Gee, it's like hair colour is an index of personality in this show. All the blue-haired girls are shy and withdrawn!"
Deconstructed: Everyone Alice dates assumes that she is this, because of her hair colour. In frustration, Alice dyes her hair red, in order to get people to take her seriously.
Reconstructed: Alice dyes her hair red to escape the stereotypying, but finds that the social expectation has gotten to her, and she does indeed still have social anxiety left, no matter what colour she dyes her hair.