What did you do to your trains today?

Not just in Four Little Engines, but also in all their subsequent appearances. Even Rusty, whose name has nothing to do with rust, is originally black and not orange. However, Duke the Lost Engine (book #25) shows Stuart (Peter Sam) and Falcon (Sir Handel) working on the Mid Sodor Railway, and they were green and blue like in the TV series before moving to the Skarloey Rwy.

In Book 14 (The Little Old Engine) they are all red(dish) - including Duncan (Engine No. 6):



And yes, Rusty (No. 5) is black:



In "Very Old Engines" - Book 20 - the engines  (except Talyllyn, Skarloey's twin) are, as always, reddish:




In Book 25 (Duke the Lost Engine) Sir Handel and Peter Sam show up in their blue and green liveries, respectively:



Spoiler alert! On page 14 of that book their names and colours are explained: