Not sure if is a bug or a inconsistency but if you make a sign and set colours on same line with commands you can edit but when exit and join the world again (or restart in case of server) the sign cannot be edited again.

Steps.

1. put a sign
2. merge the following nbt with /data merge block 

   {front_text:{messages:['["",{"text":"a","color":"dark_blue"},{"text":"b","color":"dark_red"},{"text":"c","color":"yellow"}]','{"text":"line2"}','{"text":"line3"}','{"text":"line4"}']}} 

1. test you can edit that sign (repeat step 2 because edit the sign lost the format)
2. restart the server or if you are in singleplayer exit and join again
3. try to edit the sign

The steps in video: https://youtu.be/jiT9_V2nRug