I am having the same problem with Dominion.
Installed JCal Pro and all is working fine with the exception that the category key is not being coloured.
In the attached image you can see one event with a bright blue bottom bar (circled). This signifies the category that it belongs to. In this case the category on the far right (also circled).
Unfortunately all of the key boxes are empty.
If I use one of the default Joomla templates the boxes are filled with correct colours.
Using Firebug I track this to<td bgcolor="#00ccff" class="legend-color-borders">
<img height="5" width="5" alt="" src="http://www.freemasonrytorquay.co.uk/components/com_jcalpro/images/spacer.gif">
</td>
As you can see - the color is set but is not being shown. JCal Pro say it must be an RT issue as it works with defaults.
Any ideas? You can see the problem at
http://www.freemasonrytorquay.co.uk/calendar
Many thanks
David