If you want actual product recommendations, the only stains that I've used are the Crimson Guitars ones. I certainly admit to my bias - I like the guys, having been there for three courses - and inexperience with other products, but there are also quite a few other people who have given the stains very positive reviews on YouTube, so it would be my first choice. You can find their stains here:
https://crimsonguitars.com/store/stunning-stains/
There's also a video on how to apply them on that page, and they have more examples in their other videos.
You can buy either the original water-based stains, or the recently introduced spirit-based stains. Generally, people take one type or the other, but you could mix them (e.g. get the black in spirit-based and blue in water-based), which apparently has the effect of making the colours more distinctive, because the different stains won't mix as much so the black should show up more. That's what I've heard...I haven't experimented with it myself, so I can't vouch for its accuracy - and of course a lot of the end result comes from how you apply it!
Crimson has three kinds of blue stain, so you'd have to choose the one that you think is closest. The denim is actually quite a bit darker than the sample that they show on that page, where it's been sanded back - look at the blue streaks for a better idea of its real colour. I'd probably go for the Royal Blue, but either apply it over a black coat that's only partially sanded back, or possibly mix the blue with a very small amount of black to darken it.
I suggest getting a spare piece of wood and practicing different ways of doing it, and then you can see which way gives you the result you want. If you bought a prepared body and don't have offcuts, just get hold of a piece of wood that has a similar colour and experiment on that. It's going to be a lot easier to experiment on a spare piece so that you just work on the guitar itself once, rather than experimenting on the guitar body and then having to sand it back if you're not happy - that can be very frustrating!
For the oil finish, Crimson Guitars' finishing oil is also very good, but you can use whatever you want. They now have two types of finishing oil, but if you're just building one guitar then I wouldn't bother buying both - just get a bottle of the normal finishing oil (
https://crimsonguitars.com/store/high-build-guitar-finishing-oil/) - they call it the "high build finishing oil" now, since they brought out a second version. You need something like five coats of that, then buff it and, if you like, wax it afterwards (there are various other tips that you can get from their videos, such as the first coat of oil can usefully be applied using a high grit sandpaper - 800 / 1000 - to help to even out the surface). One bottle should be enough for about three guitars.
Don't forget to also apply the oil on your practice pieces, in order to check how the colour will look after the oil. One coat is enough for this purpose - the first coat of oil changes the colour quite a lot, but subsequent coats don't really change it much more.
Lots of other products are available, but I think the principles of how to apply them will be similar. Let us know how you get on!