The term 'turn blue' can have multiple meanings. In the context of this crossword, it is referring to the phrase 'to become sad or depressed'. The solutions provided are MOPE (4 letters), DYE (3 letters), SADDEN (6 letters), and EROTICIZE (9 letters). MOPE means to feel or show dejection, DYE means to color something, SADDEN means to make someone feel unhappy, and EROTICIZE means to make something sexually attractive. Therefore, the solutions provided in this crossword all relate to the phrase 'turn blue', which means to become sad or depressed.