Blue Jays have no blue pigments in their feathers. The blue color is due to refraction, not pigmentation. So a Blue Jay feather will not loose its color no matter how long it is bleached by the sun, because the color is not a pigment and therfore can't fade.
Instead, each feather barb has tiny air pockets and melanin pigment crystals that absorbs all wavelengths of color except blue. That blue wavelength is reflected and scattered, resulting in their blue appearance to our eyes.
Like a blue sky, it’s a trick of the light.