Is blue light not traveling faster then red light in space? I just can't understand why light and other massless particles are not traveling at different speeds?

Gravity effects anything with a mass but light has no mass but a black hole, and weak lensing changes the trajectory of light to create more red shifted light more than blue shifted light. That tells me light has mass. Can someone clarify this to me in Laymons terminology? 
Pictures would be helpful.
Photons are massless. This doesn't depend on their energy, so doesn't depend on their frequency or wavelength.

Massless particles travel at the speed of light.

Even if we abandon particles and look at classical electrodynamics, we find that the speed of an electromagnetic wave (in vacuum) has a fixed value. It doesn't depend on wavelength.

Gravitational lensing affects light of all wavelengths equally. Lensing is caused by light travelling on null geodesics - basically the "straightest line" it can follow in space-time that has been curved by the presence of mass.

EDIT (Not required for any understanding of my answer, which stands as is, but to address some comments below).

The gravitational bending of light must take into account the curvature of space-time. If that is not done, then one gets the "Newtonian" formula which is half the deflection of a correct GR treatment. For particles with mass (which isn't what this question is about), the appropriate formula for their deflection will depend on their speed. At low speeds, the Newtonian formula will work just fine. At high speeds (approaching $c$) the deflection asymptotically approaches that for a light beam (i.e. twice the Newtonian value and the same as light). A mathematical proof of the latter in the Schwarzschild and Kerr metrics is provided by Barrabes &amp; Hogan 2004 (see their eqn 4.5). The reason, as discussed by Misner, Thorne &amp; Wheeler (in "Gravitation", 2017 Princeton University Press, chapter 1, section 1.6 - freely available from the linked site) is that gravitation is not just due to the curvature of space, but the curvature of space-time. The tracks of light and (non-relativistic) particles follow distinctly different paths, with different curvatures, through space; but their tracks through space-time have the same curvature.