Peacocks are relatively easy to sex once they color up, as only males will be nicely colored, females are a silvery grey. Very few species of peacocks females will have any type of color than that.
For the cobalt blues, only way to sex them is to anal vent them, as their morphic, heres a species profile for them: http://www.cichlid-forum.com/profile...ies.php?id=787
And as others have stated they both need to be in a 48" length tank as minimum. Peacocks probable won't color up with a cobalt in their midst as the cobalt is much more aggressive than any peacock. You need to keep peacocks with other peacocks, and the cobalts with other aggresive mbuna type cichlids.