Could possibly have to do with the gases coming off the wood. If you have a lot of 'heavy' or high molecular weight gas, that tends to dump a lot of carbon in the flame and make a yellow/orange color (ie candles, kerosene lamp - heavy oil type stuff). Once those are gone and/or if you are burning wood which just naturally has less 'heavy' hydrocarbons, you get to the lighter ends which doesn't have as much carbon and tends to give a more blue flame (ie natural gas, methane, propane) Air flow may have some to do with it, too - as you can have a natural gas flame, choke off the air, and make it burn yellow. Same is true with the wood stove.
But I know what you are talking about - I've seen yellow, orange, blue, purple, white and sometimes blue/purple with white speckles. It can be an interesting show.