Once you've created the blue flame in Act 2, you need to go back and change all of the light sources to a blue flame:
Source 1: In the cave by the blue flame.
Source 2: The idol by the painter.
Source 3: The candle at the bottom of the ladder by the cave mouth.
Source 4: The candle in the tree trunk by the giant statue.
Sources 5 and 6: The lever at the bottom of the statue and the candle by the door into the area with the monkeys.
Sources 7 and 8: The lever at the top of the statue and the flame below the idol in the tower.
Sources 9 and 10: The candle above the save point and the candle to the right of the trapdoor.
Source 11: The blue flame in the basement room below the monkeys.
Source 12: The blacksmith's furnace.