Sky blue's last seen in safe locations (7)
I believe the answer is:
heavens
'safe locations' is the definition.
'heavens' can be an answer for 'locations' (heaven is a kind of location). I am not certain of the 'safe' bit.
'sky blue's last' is the wordplay.
'sky' becomes 'heaven'.
'last' suggests the final letters.
The last letter of 'blues' is 's'.
'heaven'+'s'='HEAVENS'
'seen in' acts as a link.
Can you help me to learn more?
(Other definitions for heavens that I've seen before include "Exclamation of surprise" , "Firmament, celestial sphere" , "Exclamation (Good ____ !)" , "Save hen (anag.)" , "Expression of astonishment" .)