Amorphous alumina is highly transparent across the visible spectrum, making it a promising candidate for low-loss waveguiding at short wavelengths. However, previous alumina waveguide demonstrations in the visible region have focused on low- to moderate-confinement waveguides, where the diffuse mode reduces the design flexibility and integration density of photonic integrated circuits. Here, we have developed a high-quality etch mask and a highly selective BCl3 plasma etch, allowing etching of amorphous alumina waveguides up to 800 nm thick. Using this process, we have fabricated waveguides using an alumina film grown by atomic layer deposition (ALD) which are the lowest-loss high-confinement waveguides for blue light to date: we achieve single-mode propagation losses of 0.8 dB/cm at a propagation wavelength of 450 nm.