This blog post from Ben's Tallit Shop made me start looking for a source:
Let me warn you that the Radzyn techelet dye runs. Your hands will turn blue, your tallit may get a bit smudged and the white tzitzits will get slightly discolored. From my experience the smudges come out with a damp cloth. The proponents claim this is a sign that the Radzyn dye is authentic, citing an early source that techelet was known to run.
(Emphasis mine)
What is the "early source" he might be talking about? Is it true that tekhelet was known to run?