I originally painted them Khaki based on an Osprey WW1 illustration of a London Highlander and then noticed that in the film The Drum they are actually painted dark blue. As the film is an inspiration for the range it seemed only right to copy the film so I changed them.
I do not usually take 'Hollywood' as a good source for correct detail but Korda's films, The Drum and The Three Feathers are very accurate as he used the locals, including the army who were actually doing the job for real, to provide the majority of the cast.