Melanoma, one of the deadliest types of skin cancer, accounts for thousands of fatalities globally. The bluish, blue-whitish, or blue-white veil (BWV) is a critical feature for diagnosing melanoma, yet research into detecting BWV in dermatological images is limited. This study utilizes a non-annotated skin lesion dataset, which is converted into an annotated dataset using a proposed imaging algorithm based on color threshold techniques on lesion patches and color palettes. A Deep Convolutional Neural Network (DCNN) is designed and trained separately on three individual and combined dermoscopic datasets, using custom layers instead of standard activation function layers. The model is developed to categorize skin lesions based on the presence of BWV. The proposed DCNN demonstrates superior performance compared to conventional BWV detection models across different datasets. The model achieves a testing accuracy of 85.71% on the augmented PH2 dataset, 95.00% on the augmented ISIC archive dataset, 95.05% on the combined augmented (PH2+ISIC archive) dataset, and 90.00% on the Derm7pt dataset. An explainable artificial intelligence (XAI) algorithm is subsequently applied to interpret the DCNN's decision-making process regarding BWV detection. The proposed approach, coupled with XAI, significantly improves the detection of BWV in skin lesions, outperforming existing models and providing a robust tool for early melanoma diagnosis.