Yes they do change color when they get impregnated. I have seen this often, with Marbleds and Henleis. I have not seen this with Leos or p14 yet but do not have enough experience breeding them uptill now. In a years time I will no more about breeding thes types aswell.
Could be stress, could be hormones but something happens. They get a whiteish veil over them and look unhealthy for a couple of days. Sometimes stop eating during this period, especially if they are unexperienced females.