I've always understood the Town class destroyers were delivered to the British in a paintscheme applied in US ports, with US naval paint (= US naval colours). According to the literature (and what I remember from it) the ships were delivered with a stock of paint for maintanance, so they might have carried the US scheme for a while.
This might explain why the blue in the 1941 version does not resemble the pastel blue we all know as Western Approach blue.
However this picture suggests the literature is incorrect, as the caption says "HMS Castleton (ex-USS Aaron Ward, DD-132) and HMS Campbeltown (ex-USS Buchanan, DD-131) alongside in Devonport Dockyard after arriving from the USA in September 1940."
It's clearly visible the ships still carry US grey paint and large US pennant numbers
