I do dispose of brushes and pen's in the OnTermination method if that has anything to do with it. Built-in indicators and one's by other people maintain their color on restart so it's something I'm doing.
My color properties are defined like:
private Color _myColor = Color.DarkGray;
[Description("Color of some lines")]
[GridCategory("Parameters")]
public Color MyColor
{
get { return _myColor; }
set { _myColor = value; }
}

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