Although I don't use the exact same printer, I’d like to suggest a few test methods.
This is similar to the advice in the comment right above.
First, run a nozzle test before starting your print to confirm that all nozzles are firing correctly.
Go ahead and run the print job, and as soon as it finishes, run another nozzle test
without doing a cleaning cycle first. Check if all nozzles are still firing.
If you notice a specific color dropping out, try replacing the damper. The damper supplies ink to the printhead, but it also functions as a filter. When the filter reaches the end of its lifespan, ink can drop out during printing like this.
While it's a different printer, here is an article explaining the function of a damper and real-world issues caused by not replacing it:
https://artjetech.com/when-to-replace-the-damper/
The second method to test is swapping channels.
Since other solid colors are printing fine, try swapping Cyan—which is used heavily in the problematic blue shades—with another color.
I’m not sure if your printer model supports channel remap/reassignment settings, but if it does, you can swap the damper order and change the color channel configuration in the software accordingly, as explained in the link below.
If no ink drops out during the first test, and the issue continues to occur only on the Cyan channel even after swapping, it's likely that there is an issue with the Cyan channel's jetting, despite it being a brand-new head.
https://artjetech.com/solid-color-banding-fix-tips/