@neallester,
After an initial test with the licensed latest version of Aspose.Words for Java i.e. 19.4, we were unable to reproduce this issue on our end. We would suggest you please upgrade to the latest version of Aspose.Words for Java. Hope, this helps.
Please see output document (awjava-19.4.zip (5.0 KB)) that we produced on our end by using the following code:
Document doc = new Document();
DocumentBuilder builder = new DocumentBuilder(doc);
builder.getFont().setColor(Color.gray);
builder.writeln("first");
builder.getFont().setColor(Color.darkGray);
builder.writeln("second");
builder.getFont().setColor(Color.lightGray);
builder.writeln("third");
builder.getFont().setColor(new Color (255, 0, 0));
builder.writeln("fourth");
doc.save("E:\\Temp\\awjava-19.4.docx");