blue murder vs cry

blue murder and cry both are nouns.

Word	Noun	Adjective	Verb	Adverb
blue murder	Yes	No	No	No
cry	Yes	No	Yes	No

As nouns, cry is a hypernym of blue murder; that is, cry is a word with a broader meaning than blue murder:

Other hypernyms of blue murder include call, outcry, shout, vociferation, yell.

blue murder (noun)	cry (noun)
an extravagantly loud outcry	a loud utterance; often in protest or opposition
	a fit of weeping
	a slogan used to rally support for a cause
	a loud utterance of emotion (especially when inarticulate)
	the characteristic utterance of an animal

blue murder (verb)	cry (verb)
	shed tears because of sadness, rage, or pain
	bring into a particular state by crying
	utter a sudden loud cry
	proclaim or announce in public
	utter a characteristic sound
	utter aloud; often with surprise, horror, or joy
	demand immediate action