I've been to Lofoten, Greenland or Antarctica in the south a few times, doing quite some photography throughout the day and night. I have to admit I didn't care about doing away with the blue cast you mention with a filter.
on one hand the white balance of the camera adjusted for it, I applied some corrections in the post processing and after all it's the mood and the color of the light which prevails under these circumstances. so I didn't see a reason to remove it completely and make it look like if it was a bright, sunny summer day. the cold, dark, melancholic mood and colors are a part of the fascination in these arctic areas for me, I kept them in my pictures to a certain extent.
so to conclude: I wouldn't apply any filters. quite a lot of the blue can be removed in software, the rest I like to keep.
just my opinion and experience of course... and take care of yourself up there!
an example of what I'm talking about is below. lots of blue (night shot), but that's how it was...