That's interesting. I'm on Ver 4 Jan 22,2020. Assigned Mark Script to ctrl-F and the After Fillet Script to ctrl-G.

Using the same steps on a box as you outlined. I hit ctrl-F after selecting the edge, then I Fillet. After I hit "Done" I ctrl-G, the fillet highlights, and I assign a new color.

The newly assigned Fillet color disappears as soon as a 2nd Fillet is applied to the box (whether or not the scrips are run for the 2nd Fillet). I also tried assigning the color before and after hitting "Done" on the fillet operation - same results.

Maybe another user can test this and comment.

Ed