When he says "Stuccoed white" he simply means that the brick was covered with a final coat of white plaster. That is a mention of construction method, rather than a comment on the building's decoration. White stucco was always a ground for a painted finish. In italy, stucco was often pink or ochre, which was intended as a final decorative finish.
Also, that picture of the Catherine Palace is misleading. The "Yellow" that people see is actually the yellow paint that the artist used to show the gilded window surrounds, lintels, and caryatids that cover the surface of the building. If you look at the right hand side of the picture, you can clearly see the blue-painted capital bases, stairs,and hints of wall. It is the perspective that makes the building appear yellow (gold) I think the yellow haze was the artist trying to show how brilliantly gold the surface of the building was.