Sort of blue extreme Republican in New England state (11)
I believe the answer is:
ultramarine
'sort of blue' is the definition.
'extreme republican in new england state' is the wordplay.
'extreme' becomes 'ultra' (I've seen this before**).
'republican' becomes 'r' (abbreviation).
'in' means one lot of letters goes inside another.
'new england state' becomes 'maine' (I've seen this before).
'r' put inside 'maine' is 'marine'.
'ultra'+'marine'='ULTRAMARINE'
(Other definitions for ultramarine that I've seen before include "Deep blue pigment" , "Brilliant deep blue" , "See a colour" , "Tone" , "Blue pigment originally made from lapis lazuli" .)