The whole trick to getting good results with cold blue is 1) you must THOROUGHLY degrease the metal. Use acetone or lacquer thinner. 2) warm the metal just until it's too warm to hold in your hand - a hairdryer works well. 3) some ultra fine Scotchbrite or OOOO steel wool between applications to lightly "card off" the surface oxidation. But be aware that cold blue is very thin, very soft and will wear off in a few days on a gun that is handled a lot. I can cold blue a gun well enough it looks like a nice hot blue job - but it will not hold up. It also offers no protection from corrosion to the steel. I have used Brownells Oxpho blue for many years and it is about as good as it gets. But it's still just cold blue. Cold blue also makes your gun smell just like an old penny.
Have you tried the Blue Wonder line of products? They have both the gun blue and the gun black. Very easy to use. No need to steel wool between applications. Their gun cleaner is all that and a bag of chips. The cleaner with steel wool will take off rust and not harm the blue (and I mean not a scratch). The same stuff with a Scotch Bright pad will take off all the blue and leave bright metal.