So I e-mailed Rockauto about the injector color issue and this is what they said:
All of the information we have on the products we sell is listed on
our website. Please see our Help page: Choosing a Part.
If you're not seeing the details you are looking for, we do not have
them. That also means they are not important for fitment. The
manufacturer always lists the details that will be important to
determine if the part will fit your vehicle.
Dave B. RockAuto Customer Service
I also found this post while searching around on the internet:
The injectors operate in banks driven by the pulses on the same timing
as the two coils. They are color coded so that the wires that feed
them will never be hooked up incorectly. If they get mismatched the
fuel will come out at the wrong time in the firing sequence.
So if you buy new injectors are they going to be different colors too?
if you buy, OEM replacements yes.
if you buy aftermarket injectors from a company like RC, they won't
they are only color coded by mazda so that its more user friendly to
Between the two, I'm going to say that the color must not make any difference and is just some kind of convenience thing.
EDIT Feb. 5th 2017
Apparently, the 626 sold in North America, and the one sold in the rest of the world use completely different injectors, and probably a different manifold as well since the US injector is way fatter than the European one:
So I'm having to RMA the injectors I ordered and look for an exact fit.