Japan has prohibited firearms ownership for generations. Most of the Japanese films I've seen have 'flash paper' fake firearms (like the 'crime saga's of the 1970s-1990s). Kurosawa's RAN used actual Matchlock muskets and there is a special low powered black powder charge that looks 'pink' or 'magenta' when fired. I use low powered black powder charges and they have a definite 'pink' hue to the flash. But most of the Japanese cinema uses proprietary 'flash paper' guns.
I have never seen other colors in use (doesn't mean they don't exist but I haven't seen them). Most of the color variations are because they aren't using real firearms. Case in point: "the acetylene 'uzi' used in "The Osterman Weekend" had a very 'odd' color to the muzzle flash. What's weird that in the movie, when the assassin removes the 'magazine' from the gun, we see a flame flash out of the mag well, very strange looking! Wow, what a weird gun and back then, they thought it would replace real firearms, but those 'non traditional' solutions for having to fire real blanks never caught on.
No one ever stopped anyone from using various chemical to get colored flashes, but ultimately it's too expensive and too much of a hassle now, especially since we can change the color in post production. Just remember too, some chemical compounds to make weird colors are CORROSIVE and thus people don't want them in their blanks.