This is amazing - three interesting replies already - bless you all!
I normally use the standard Epson printer profile for the paper, i.e. 'Pro38 PSPP', mostly with 'Absolute Colorimetric' rendering. This usually works well for me, giving vibrant prints closely approximating to the screen image [allowing for the inevitable difference between a light-sourcing screen and a reflective paper].
The exception, as mentioned, is in those parts of the blue spectrum which go out of gamut.
This surprised me, because surely the excellent K3 inks must be capable of mixing to produce nice pure blues!
(Changing rendering to Perceptual helps [less purple shift], but still could be better.)
I've just tried an experiment, bez & Costas, choosing, for one of my problem images, an "off piste" printer profile that looked good on the soft proof screen, with a nice blue. This was called 'Pro3800 3800c 3850 Standard'. The print, however, was much too dark (irrespective of rendering) - although the blue appeared to be much better. I could fudge it by lightening the image, but would then lose the essential proximity of screen and print.
However, there is certainly potential in the idea.
Crofter - I was very interested to see the painting you attached as an example, because I first encountered the problem when trying to reproduce a painting by a friend, which was mainly blue all over, and almost all out of gamut. The friend seemed happy with the result, but I wasn't. [My wife is also a painter, and I photograph work for her, though not usually for prints].
Congratulations on your 99%! If all else fails, maybe I should fork out (I like to work at A2 size...) for one of the Hahnemuhle papers; which one did you use?
Incidentally, I use a 20" iMac set to a gamma of 2.2.
Again, many thanks to you all for your helpful thoughts.