In goats, the lack of sufficient copper showed up first in color fading. However, color fading can also be due to other things, i.e. sun bleaching, lack of nutrition, etc.
Since you are interested in whether copper can determine color variety and depth of same, you need to do a wool analysis in your sheep.
You also need to research color genetics in your chosen breed. Remember that for over 1000 years white sheep have been preferred since the wool could then be died. In the "olden days" one black sheep was left in with100 sheep as a way to do a fast count. Colored wool was discounted in price since its commercial use was lowered. It is only since the advent of a niche market in hand spinning that naturally colored wool has gained popularity.
As to color genetics, the blue, lilac, and spotted varieties are all genetically controlled. The "blue" color is actually a diluted black gene, with a restriction on the red gene. In faded black animals this is seen as a rusty shade in the back coat. This rusty shadig of the back coat in dairy goats was the first indication of copper deficiency. The blue gene not inky dilutes the black gene but stops any red gene from appearing. If you want to breed "blue" wool, you will need to keep black wooled breeding individuals in the gene pool. Breeding blue to blue may work for a generation or two if the blue genetic variation is recessive, but you will have to add the black color gene back in to maintain the blue color saturation. Without adding the black genetics back in you will eventually lose your blue coloring. Another problem is that the blue and black genetics will be so limited breeding solely for color in a very tight gene pool will produce many other genetic flaws.
Here are some things to consider:
Is the blue and black wool as good quality as the white wooled individuals?
Are the blue and black individuals the same conformation quality as your prize winners?
Since you have a registered flock can you register blue and black individuals?
Are you breeding for quality or color?
Can you afford to keep a small flock purely for color experimentation?
If you decide to breed to try to produce blue and black sheep in your breed, yu need to do some studies on genetics. Then have fun!