For a glue / hole cutting component the blue is always that way--it won't work otherwise.
Or you could do this: Make another component of the jambs that will be inside the main window cutting component. Be sure to leave the edges in the main cutting component that describe the cutting outline. Reset the axis for the jamb component how you like and texture.
I usually make window components that are just the cutting edges plus various nested components. that way any part can be switched out or modified without wrecking the main cutting component.
If that is really not easy to change the texture, then get a texture plugin like Fredo's thru-paint, but I suspect the answer is to make the first prototype window right and you have it right from then on.
if this isn't the answer, perhaps you can post a sample problem file