Lyric discussion by gingerh 

Describing someone as "yellow" was often used in the old days to describe someone as cowardly. If you were being yellow, you were being a coward. I remember an old movie, and the man was afraid that his girlfriend or wife (I forget) would think he was one and asked "You don't think I'm yellow, do you??"

I'm pretty sure that's simply what it means. He was being cowardly and not standing up for what they had, so she got down in the dumps, or "blue" about that.

As for the rest, there's so, so much behind it. I can't even begin to describe. She sounds like she doesn't know how to do anything but blame herself, but at the same time she rationally knows she shouldn't.

An error occured.