Yes, purple and blue food colorings seem to "go dull" when baked.
You need to use food colors, as Becky suggests. Usually these are food production grade colorings which are pretty much all artificial chemicals. So, if you have no qualms about that, then you can get some of those.
Otherwise, if you are using standard food colorings, then I would get some dark purple paste and use a big shot of that in the batter. You might have to test it out in a few batches to get the desired color. But regardless, standard food colors will "go dull" when baked, to some extent.
If you are using flavorings, then I might suggest an extra teaspoon of flavoring, as using a lot of food coloring can make something a tad bitter.
