AFAIK there is no code issues the colouring is just there to provide a means to identify conductor size, voltage and circuit type in a round about way for when the inspector comes.. I have heard of houses where the general lighting and receptacles were done in blue and the AFCI's in white with no problem BUT I almost got 'dinged once for using a piece of 12/2 yellow ( black and white conductors) for a 240V electric heater instead of the 12/2 red ( black and red conductor), even though I identified the white wire as a hot.
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