Here is a suggestion.
1. Add a new column 'B' next to column 'A'

2. In the new blank cell B4 enter the formula =IF(LEN(A4)<5,MID(A4,1,3)&"0"&MID(A4,4,LEN(A4)-3),A4)

3. Copy from new Cell B4 down to however many rows you have in column B. The values in the new column 'B" will become from BLU1 top BLU01, BLU2 to BLU02 .... GRN1 to GRN01, GRN2 to GRN02 ... and so on.

4. Now sort on the new column 'B' and that should come out in the correct sort order you want.

Does this help?