I am trying to make some bakery products with natural coloring, but I found that the color is very bright at the beginning, but after baking, this blue color becomes dull, do I need to add something else to keep it What about the original blue?
You cannot keep it. This is just how the chemicals in spirulina work. It isn't suitable for coloring baked goods.
Spirulina coloring has been tested to be heat stable to about 45 C. Between 45 and 70, it starts to degrade, and above that, it goes away very fast. Also, the optimal pH is very mildly acidic, between 5.5 and 6. Baked goods need to reach a temperature of over 95 C, and the batter is frequently mildly alkalic, due to baking powder or egg whites. So, the conditions in a baked good are directly incompatible with keeping spirulina bright blue. It doesn't matter what you add.