The name "Shang Tu" comes from Chinese, potentially 上土 (speculation, as the characters are never shown in-game), meaning "On Earth".
It seems likely that Blue is the national color of Shang Tu.
In the Royal Palace, there is an arrow impaled in the left column closest to the Magister. This may be a reference to East-Asian Culture, where people used arrows to send messages to Royal Families in high places.
The Palace Prison area where Team Lilac is imprisoned by Neera in Freedom Planet. It is also where Milla escapes to the Aqua Tunnel
The Bath area Lilac uses to heal her wounds and restore her hair trendils in Freedom Planet.
A side view of Shang Tu and the Royal Palace. Shortly before...