I just fed my girl last night and she is starting to go blue, so the feeding kinda depends on the snake. I have heard people say that their snakes won't eat while in shed. IMO I would say try and feed him, just be able to do something with the mouse if he doesn't eat it.

As for the shed, he will be blue for a few days, then he'll look normal again, and then a day or two he should shed. About 5 days to a week-ish I think for the shed cycle (someone correct me if I'm wrong, I didn't write down my girls first few sheds, so I'm going off memory) ^_^