According to https://minecraft.wiki/w/Formatting_codes, using §1 in an item's name should make the text colored dark blue.
However, when I copy-paste a command like this one into chat:
/give @p diamond_sword{display:{Name:"{\"text\":\"§1Sword\"}"}}
it comes out like this:
/give @p diamond_sword{display:{Name:"{\"text\":\"1Sword\"}"}}
See the problem? I can't copy § into chat!
Which means the name ends up being "1Sword" rather than "Sword" colored dark blue.
Why can't I copy § into chat? What can I do to fix it?
Note: I've tested this issue on Minecraft versions 1.14.3 and 1.12.2. It worked the same on both. Feel free to leave a comment if you need more details.