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So, this isn't the exact recipe (I cannot find it) but more how make the layered shot. My guess is that they used blue raspberry and lime jello. http://www.resamichelle.com...
That was my guess! Jell-o also makes a... I think it's Pina Colada jello that could be used for the white. You can see the different flavors on Jell-o, and I bet they have the instructions for layered, as well.
For the white layer you can use condensed milk and knox gelatin. Boil 1 cup of water, for 2 packets of gelatin, and 1 can of condensed milk.