It is OK that your quilting will show. Although I would normally default to white or light gray thread, I would consider using dark blue in this case since your backing is dark blue. An alternative is to use white thread on the top and blue on the back/bobbin, but I have always worried about using two different thread with that much contrast in case the darker color pops through on the front in the event your tension is not perfect. You might try a sample sandwich piece with scraps and see what happens with a light color on top and darker on the bottom and see if you like the result.