Does any rock besides kimberlite decay into blue clay and then into yellow dirt/clay?

The short answer to your question is that many minerals can decay into "blue" and/or "yellow" clay. Clay is just the state of minerals when they have been sufficiently decayed into small enough pieces to mix with water, which produces a kind of slurry. There are two key factors in determining the color of clays, and they are interrelated.
Color is determined by the amount of oxygen in the rock and how that oxygen expresses itself. Many people have seen the red soil and clay of places like Georgia in the United States. That color is caused by mineral iron in the ground that "rusts," or oxidizes into that color. Iron in the minerals is exposed to air, and the oxygen changes the color of the rock. Red soil is, therefore, very high in iron concentration.
Different hues like blue, green, and yellow are produced, in part, by the amount of oxygen in the minerals. Minerals like kimberlite oxidize into a bluish color, which tends to yellow with more oxygen.
Another key factor in determining the color of clay is the amount and kind of bacteria that are in the soil. Bacteria can be aerobic, meaning they consume oxygen, or anaerobic, which means they don't. Green and blue clays tend to form when anaerobic bacteria are present in large numbers. When you pull some of these clays from the ground, the unpleasant smell comes from anaerobic bacteria "digesting" and processing the rock into clay.
Just like paint pigments (which are often made of clay) can be mixed to form different colors of paint, decaying or eroding rock can have different levels of oxygen and different combinations of bacteria that, when combined, give us the ranges of color in most clays.