The A units, in one of the equalization agreements, went to the C&NW and the SP, so they ceased having Overland Route colors. Somewhere, I've seen a picture of SPs E2A wearing Daylight colors.
The B units eventually went to rebuild as E8Bms. They'd thus wear yellow/gray.
Have you hit either the Durham Western Heritage Museum (don't know how much of the archive records they have) or the UP corporate museum in Council Bluffs?