When Abe is being tortured by the Harpies, at one point, you can see that his body is covered with cuts and his blue-colored blood. The blood then disappears and reappears in subsequent shots.
The Erzebet character is based very loosely on a real figure from history, Countess Elizabeth Bathory. Bathory was tried in the 1600's for killing numerous women (some claim as many as 600). Eventually, her horrifying crimes led to the creation of the false legend that she would bathe in the blood of those she killed to retain her youth.