Painting yellow over the blue will likely leave a ring of mismatched color around the bright spots. Using a wider feather on the brush will help but there will still likely be a problem. Just lowering the blue saturation in LR will probably also get the blue on the back wall.
Get both the windows and the blue by blending a flash bounced of the wall behind the camera and an ambient shot much like the one shown. In PS put the ambient on top and then mask it in black. Then using a white brush, paint it back in only where needed to fill dark spots or add modeling to the room. Set the brush for "luminosity" to avoid color shifts. Don't touch the windows or the blues spots on the floor. Probably need a big flash with lots of pop in a room that size with walls that dark.
