Blues will last longer, but will have very little grip on the slippy parts of the track (hall floor/lino etc)...
I am very suprised you used up one set of yellows in ONE nights worth of racing. Yes they do go off a little after one meeting, but I can easily get 4 or so meetings out of a set of yellow pins before they HAVE to be replaced...it is club racing after all

Is the floor very abrasive where it is not carpeted? This could be the reason why your tyres are not lasting very long!