You are presumably assuming two or more cables at the switch (and the 'old' method of 2-way switching). I was (clearly incorrectly, given the recent revised description/photos) thinking in terms of a single cable between switch and dimmer.Not if the Line (or SL) is at the switch end - as it would be with the conventional two strapper method.
Anyway, given the new description, what the OP can do (leaving the cables live) is put the two (currently joined) reds into one terminal of a terminal block, together with either(**) the third red or the blue, and put the fourth wire (red or blue) into a separate terminal in the block [The "either" being determined by experiment to achieve the functionality the OP wants - if what he agreed with before was correct, then one of those options would result in the light being on permanently].
Kind Regards, John