Looking at pics, a cobalt blue zebra (P. zebra) and a powder blue cichlid (P. socolofi) are almost indistinguishable, the key seems to be a black stripe on the dorsal fin, similar to a yellow lab...which mine lacked. I always figured I had a watered down, hybridized, "mixed African cichlid tank" P. socolofi, but maybe I just had a cobalt blue zebra after all!
He's certainly a beautiful fish. I'm wondering if maybe he's a cobalt blue x socolofi. I had some of the snow white socolofi and the head shape was a bit different than your guys, and my cobalt blue had zero black marks on him.
Here's what my cobalt blue male looks like (well, he's now my brother's fish):
