which may be closer to your original intent - unfortunately I'm using a laptop at the moment and the LCD is making things difficult to judge accurately.
I doubt the under-exposure is a problem with how you set the exposure, but you could rule that out by taking two shots at the same aperture but setting one on the camera and the other on the lens; if they're identical then everything's OK.
If the under-exposure is consistent then you can work round it but as to why it's so far out, I'm baffled.
The blue cast really looks like a white balance problem. Have you given the preset mode (where you shoot a white object under the appropriate lighting) a try? It's the most certain way of getting correct colour.