|Why do the objects have different colors?|
There is a feature making objects half transparent when they occur in more than one model (against a white background they become brighter). The feature exists in order to be able to see which model is the "owner" of the object and which models are only "borrowing" it.
You can take ownership of the object in a model by right-clicking it and selecting "Make owner".
If you are not interested in the ownership or if you have solved this in another way you can disable this feature by going to Tools > Options > Model where you uncheck the "Draw non-owning symbols transparent" option.
Here you can also choose to enable/disable shadows on symbols in models.