I recently found an article talking about the colors of bird feathers. https://www.smithsonianmag.com/science-nature/why-are-some-feathers-blue-100492890/ Apparently, unlike other colors, where pigmentation is at fault, blue feathers are actually blue thanks to their unique structure. According to the article, when the feathers grow, they form air pockets, which then form a pattern that just so happens to cancel out the red and yellow wavelenghts, leaving us with blue.
Now, of course, all feathers have the ability to trap air. It's what makes them such excellent insulators, as air conducts heat very poorly. Bonus points if the air is contained in very small cells, as that increases a materials insulation qualities. It's for the very same reason we also use foam for this. Now my question is: As the blue feathers contain miniature air pockets to give them their color, would that make them, in essence, better heat insulators than the ones of other colors, or do all feathers have such pockets, and the blue birds just so happen to be arranged differently, without actually changing any insulation capabilities?