Can you just call it GMK Blue Samurai?
If I understand correctly, the problem with Samurai Blue is that it's the (un)official nickname of the Japanese national football team, and there could be IP issues if you keep calling it that. With Blue Samurai, the football reference is still there, but they shouldn't be able to (nor want to) claim IP infringement on “blue samurai” as it's not the same as their registered name. I mean, it's just two words that anyone could put together into a syntagm to describe a blue keycap set with Japanese legends. Especially with Red Samurai already being a thing and all.
Speaking of which, the name would also be a reference to Red Samurai, which I think is cool, unless you have a particular problem with that.
Also, Blue Samurai is kind of what people already call the set anyway (“blue sam” and “sam blue” seem just as common looking at a couple of Discords)...
Finally, wouldn't the JFA be flattered that you decided to pay homage to their team's performance in the World Cup by making a keycap set in the likeness of their jerseys? It's obviously a labor of love. Seems like all the more reason for them not to have a problem with it if you decide to call it Blue Samurai (again, at least to my eyes, you're obviously paying tribute to the name and not ripping it off).
Other than that, GMK Sashiko makes a lot of sense to me, but I think GMK Japón works the best overall (after GMK Blue Samurai).