Well, the audio here is wrong in one aspect: it should be Qubba3atun and not Qubba3atu.
As for the adjective: azraq means blue for a masculine object. Zarqá' is blue for a feminine object. Qubba3ah (hat) is a feminine object (ends in Ta Marbúta). The (H) sound here changes to (-tun) because of the Nunation or Tanwin which can be considered as a marker for indefinite noun (that is it acts like the a/an in English). This is a brief description for the Tanwin; It has other uses.
Such sentences, which in English might start with an indefinite noun (a hat), are not possible in Arabic. Nominal sentences (sentences starting with a noun and can be completed without any verb) must start with a definite noun (i.e. a noun defined by AL or maybe a suffixed pronoun .etc).
Thus, if I want to translate (a hat is blue) I would have to force the definition on the first noun here and say : القبعة زرقاء (and notice how the adjective, the predicate, is undefined with AL).
So, in many cases, translating from English into Arabic or even vice versa is something that should be done by "meaning" rather than a word-by-word manner.
Well, to be precise actually, Ta-Marbúta is not a real sign for a word to be feminine; i.e. it is not a feminine suffix. However, "most" words in Arabic ending with Ta-Marbuta are feminine. But we have words like شمس (šams) which is "sun" and it is considered feminine. Also, words ending with ـاء (-á') are mostly feminine, like صحراء (caHrá') meaning "desert".
So you see, there are hints but not really "laws" for deciding what is feminine and what is not. Somehow like German.
As for the colors specifically, yes. Most color names starting with Alif, do have their feminine version with اء at the end. Why? I'm not sure really. It could be something related to some archaic form in Arabic and survived to classical Arabic and on. Colors that have their names from objects, on the other hand, do have their feminine version using ta-marbúta. For example, وردي (wardiy) meaning (pink). It is an adjective derived from the word ورد (ward) meaning "rose" and we add the suffix -íy to derive an adjective from it and it comes (wardiy). The feminine of this is وردية (wardiyyah). As you can see here, adding ta-marbúta to (-iy) would double the (Y).