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No sources used previously have identified the song as blues or blues rock.
The Daily Californian article "His rootsy blues rock meshes well with her Old Hollywood dramaticism, especially on “Shades of Cool,” where the intricate back-and-forth between her soaring vocals and trademark wailing vibrato creates a ghostly atmosphere.". It's talking about Dan Auerbach, but not exactly the song itself or what part of the song. It's not strong.
Rolling Stone articel: "Auerbach introduces dashes of bad ass blues and psychedelic guitar, but Del Rey – who co-wrote every song but the closing cover of Jessie Mae Robinson's 1950s hit "The Other Woman" – holds tight to her pouty, cinematic aesthetic: the epic schmaltz of Ennio Morricone, reflected through the haze of a thousand dramatic selfies.". Dashes of blues and psychedelic guitar don't make it part of a genre. Not specific.