I'm pretty sure a higher-frequency photon (e.g. blue rather than red) carries more energy. Of course this has no relation to how much energy some communication technology uses, since the energy is the sum of all the photons, not a single one, so the amount of power they transmit with is what matters, and they can have high power at any wavelength. Like you say, the shorter the wavelength, the more easily it's stopped by almost anything. I read that this is a big issue with 5G, needing basically a line-of-sight to get a good signal. They keep upping the frequency of these wireless technologies, which reduces range and signal pickup.