My two coppers: If that lab sapphire is really just not the color you wanted, you might be better off to return it or sell it and start over rather than put more money into having it set.
When I end up with multiples of close to the same thing, it's usually because the first (and maybe second and third haha) were not exactly right. Either what I really wanted was out of my budget at the time, the piece didn't look the same in person as online but I settled for it, or I learned more about it and wanted something better.
In the end, I'd wear the favorite and the others just sat in the jewelry box.
But if you truly WANT and will wear a few pieces that are similar to each other, that's different.
Another idea is to go for different types of jewelry. So if you already have a nice ring with a blue stone, next get blue stone earrings, pendant or bracelet.
We will of course expect to see all of it!
Here is my blue lab sapphire. The colour in the photo is not what I see with my eyes most of the time. It's more muted purpley violet, and sometimes soft cornflower blue. I love it but I still yearn for a royal blue or cobalt blue spinel that is punchy BLUE. But this one is really "close enough" that I ought to stop being silly. I think