Let's first talk about blue and yellow light. Both of them are electromagnetic waves, in the narrow range of visible light to our eyes. In physics, we use photons to describe those electromagnetic wave as particles, which is justified because of the wave and particle duality nature of the electromagnetic wave. There is one key difference between the visible light: the wavelength or the frequency. Blue and purple light has a shorter wavelength than yellow and red light. In other words, blue light has higher energy than yellow light per unit (photon). Then it is understandable that it is directly related to the temperature.

You would probably find both blue and yellow flames in gas stove and candle. A blue gas flame means the complete combustion. Therefore, the local temperature around the blue flames are typically higher than those yellow flames, which are usually produced as a result of lacking enough oxygen for complete combustion.

In short, the key difference between gas blue and yellow is the temperature (or the energy), depending on whether the combustion process is complete or not.

The difference between a blue gas and a yellow gas is exactly that: one appears blue and the other appears yellow. Without more information, I don't think we can guarantee anything else.

Color is a property of matter that comes from how it deals with light. The blue gas appears blue because it reflects light in the blue range and absorbs most other colors of light. The yellow gas appears yellow because it reflects yellow light and absorbs other colors of light.