Professor Greyrose, it seems that a couple of the Blue quest lights in Avalon refuse to change to yellow once the quest is completed.
One of those is the lights outside the Archives in Caer Lyon after completing a quest from the Knight of the Sacred Words. The quest requires you to find 3 sacred words from various sources of which the Archives is one.
The Second light is outside the House in Upper Caer Lyon in which Innes Idle can be found. He gives 3 quests: 1. "Lute Drop" 2. "I Wanna Be Adored" 3. "Bye Bye Bad Man"
Upon completion of the third quest the light there also remains Blue as if quests are still waiting within.