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Corrin's natural hair colour is light blue and "Garon" set up a routine (or even got someone to use magic) to change Corrin's hair colour.
Most of Corrin's canon blood family [Anankos (father), Lilith (half-sister), Arete (aunt), Azura (cousin) and Shigure (cousin's child)] all have light blue hair. Mikoto has black hair but it could be possible for her to carry the blue hair gene due to how people with darker hair can carry the gene for lighter hair irl.
Also... knowing that Azura was kidnapped in an attempt to bring Corrin back to Hoshido makes more sense if they just happened to look more alike as small children and that the description given for Corrin was just vague enough that Azura was mistaken for them instead.
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