On RN ships, they seem to be canvas and some come with wire stiffeners or support. I've just been reading about a turret officer in the Invincible? At Dogger Bank or Heligoland and he was getting blasted by spray over the bow and fro the hoses on the forecastle so that after a while, he had sore eyes. (he then learnt to duck when the fire gong sounded)
But he suggested in the after action report that they should fit 'canavs blast bags with wire stiffeners' as the inside of the turret was soaking and theer was no-where for the water to go. They had to bail it over a 'sea wall'? (2ft high?) and throw it down the turret trunking. He suggested a drain in one corner.
So what do they look like? well the unstiffened variety are just canavs cut to shape and laid from point to point and allowed to sag, with folds, whre they will. Most often, they are taughtish on top with a slight droop and there's a big belly underneath with mucho folds.
They have seems that run parallel to the barrels... so they [13.5" blast bags] are made from strips of canavs and, I suppose, they are sewn into a tube that narrows a touch. The 12" seem to be far simpler affairs with maybe 1 seem on the top and bottom but that's not an authoritive census of them.
QUEEN MARY is the only ship I've seen with transverse seems and they hold the bag out some and take the droop out of it, unless I happen to be looking at images of new bags on her?
Colour: they mostly seem to be painted white or black.
On LION, only the fore or abeam facing secondary guns had blast bags, those facing aft were naked. PRINCESS ROYAL seems to have all her secondary fitted so.
Actually, they're the subject of a nice mini-article.