Hi!
Unless i had developed color blindness just after installing 1.08a, i think this it's not the problem...
My installation is not "pristine"

but pretty clean: new re-installation a month ago or so, updated to 1.07h, 1.07i, 1.08 and 1.08a. No mods at all.
I´m sure the loyalty filter color is reversed on my installation.
Checked on a new 1861 april campaign, turn one as CSA: deep south is BLUE. "Deep North" is GREY.
Of course, frontier states (Kentucky, Missouri... have a little of everything...)
Control filter color is OK.
Its strange not everybody gets the same problem...
Cheers!!