1) Why is the Virgin Mary always depicted wearing blue
The classical Western depictions of Mary were established by Renaissance artists.
I don't know why blue is such a common color for her clothing in these depictions (since purple represents royalty). Perhaps blue clothing had a symbolism for the Renaissance artists - for example: perhaps it represented virginity.
2) and what is the main colour associated with the Roman Catholic Church?
As far as I know there is no such thing.
The flag of Vatican City is primarily white and yellow, while the coat of arms of Vatican City is primarily red.
https://en.wikipedia.org/wiki/Papal_armorial#Related_coats_of_arms