I don't know either. However, in a letter to Zinadia Tolstoya, Tatiana talks about some embroidered handbags that might give a hint as to the girls' color preferences:
Tsarskoe Selo, 23 June 1917
Dearest ZS,
I am terribly ashamed that I still have not thanked you for your letter on the 29th of May and the lovely embroidered bags. I took the bluish one with multicolored flowers, Olga-blue with yellow roses, Anastasia- pink, and Maria- all yellow. They are very useful and those always remind us of you.