So I've tested a few of the Nohrian characters, and aside from Odin keeping his yellow palette for both the Samurai and Trueblade class, the Nohrian characters I've tested (Arthur, Effie, Luna, Odin, and Charlotte) only keep their color palette for their "cannon" promotion. (What class they are when they are encountered on the Hoshido path) Arthur keeps his color scheme as a Hero, but loses it if you make him into a Berserker. Luna keeps her red color scheme as a Bow Knight, but not as a hero. Odin keeps his yellow scheme as a Sorcerer, Samurai, and Trueblade. Effie keeps hers as a General, but not as a Great Knight. Charlotte keeps hers as a Berserker, but not as a hero. Strange that it's a bit of a downgrade from Awakening where if a character kept their color scheme on promotion, they usually kept their color scheme on both promotion paths. (It's a neat callback that Odin keeps his yellow as a Trueblade though.)
I guess it's a bit neat, as you know what class the character canonically ends up as.