Dying with Kool-Aid often leaves the hair smelling of sugar, which can attract unwanted attention from bugs. There's also a possibility that it would be left sticky if not done right. I wouldn't recommend it at all.
Since you're cosplaying as Nia, I wouldn't suggest doing a dye method since that would take to the whole wig and not the small parts that you actually need blue. Perhaps use the sharpie method?