Colours indeed must include initially light blue (7)
I believe the answer is:
yellows
'colours' is the definition.
(yellow is a kind of colour)
'indeed must include initially light blue' is the wordplay.
'indeed' becomes 'yes' (agreeing).
'must include' is an insertion indicator.
'initially' indicates taking the first letters.
'blue' becomes 'low' (both can mean sad).
The first letter of 'light' is 'l'.
'l'+'low'='llow'
'yes' enclosing 'llow' is 'YELLOWS'.
(Other definitions for yellows that I've seen before include "Primary colours" , "as broadsheet influenced by The Sun does?" , "Plant disease" , "shades of autumn?" , "Turns lurid, perhaps" .)