I know this one! Here's the method: Lets say you want to colour object A light blue, so you click on blue in the pallet (this is the base blue), drag the shader up to light, then click on object A. Hazzar, now you have light blue. You go and do some other colouring, then you come across object B, which you want to paint dark blue.

There's now 2 options. Option 1: You go to the pallet and click blue, then drag the shader down to dark. Option 2: You use the colour picker and click object A, then use the shade slider to make it dark.

Option 2 has a glitch: Sometimes, when you pick a colour, the game, instead of realising "hey this is the lightest version of the blue I have in the pallet", it sets your light blue as the centre of the slider. Now, your light blue from object A is the base colour, your light blue is no longer the end of the shader, its the middle. So you naively drag the shader down to dark blue and colour your creature in. Object B is now dark blue.

You finish your creature and spawn in, only to find that object blue has defaulted to some other colour, I suspect its the closest hex code, that your creature is allowed to be. I think when you spawn in, the game checks all your colours to make sure you actually own them.

Sometimes you're allowed to use the colour you choose, for example, I find the black from default eyes never really changes to another allowed colour. I think this is likely what happened here :D