Krishna, because he's blue,
and "on the qui vive" because it looks like he's
watchfully waiting or perhaps awaiting,
being On The Lookout.

Historically, a French shibboleth:

It comes from the question French guards and sentries would commonly ask visitors to a castle or fort:
"Qui voulez-vous qui vive?"
Literally, this means "Whom do you wish to live?" — in other words, "Whose side are you on?"
Today, being on the qui vive means that you're on the alert,
like a sentry, watchman, or guard dog.