Hi Stephi and welcome! These are pretty samples and I'm going to have to go with furnace slag also. The fact you live in Iron County kind of reinforces that.
When they smelted Iron ore in large stone furnaces just before they released it into the ingot molds they threw in a compound described as flux. It was usually ground silicates of some sort and gathered all the impurities floating on top of the molten iron and cemented them together. That allowed the Iron to flow out of the furnace in a purer form without included impurities. The pieces are colored by the mineral content of the impurities. For instance the bright blue pieces are probably a glassine compound of copper. It would be like a synthetic turquois. The oldest furnace, still standing, in my area was named for Queen Elizabeth 1, as was the State of Virginia. It actually operated in colonial times and there was a huge pile of slag there in the 1950s. So many folks have carried off samples that the pile isn't even visible any more. It can be sliced, cut and polished into jewelry and was once tumble polished and sold in bags in souvenir shops. I've even seen native artifacts made of it.
Best wishes!
