It's much easier and more accurate to change them using PGCEdit. Open the DVD, double-click on the movie and then change them in the CLUT (Color LookUp Table), the 4x4 block of colors you'll see. The colors you want to change are often (but not always) found in the top row. After saving, test it out in a software player before burning to disc.
However, I've had no trouble changing them using DVDSubEdit either. After changing one are you going Edit->Apply Last Modifications To All before then saving the changes? As near as I can tell, that DVDSubEdit pic isn't showing any colors. It's only showing transparency values. The 2 pics show 2 different things.