I get similar "bad" colors when I shoot in mRAW/sRAW with my EOS 60D ... even w/o NN ... but that´s off topic.
No, so far I could not observe these extreme color shifts with NN ... but would need to check if they are really not there. Maybe I´m a lucky guy or do not watch the results carefully enough !?
My experience with NN and WD is that on high ISO shots I get best results (regarding noise) when I apply NN + some WD (color only). On low & normal ISO (up to 800 ?) I apply only WD.
When I find some time I´ll create a thread about these results with the EOS 60D .... but I guess this doesn´t help you