You can't dye the yellow to light blue. It'll come out a weird swamp green most likely, if the dye takes at all.
It's risky dyeing any other color than white. If you absolutely have to do it, the best color would be a similar color to what it already is. If it's orange, the only color that you'de have a chance with would be red, orange or maaaybe black.
Search online for lacrosse stick dyeing. It's pretty much the same plastic so all the same techniques apply.