What you're missing is the correct palette for the unit. There are a few tutorials of how to do this, but this is how I boil it down. You will need the PEdit program and the Essential Colors palette, both available through the forum.
Open the Death animation storyboard (or whichever animation's storyboard seems to have the most colors) in GIMP. Then go to Colors > Hue-Saturation and set the Lightness and Saturation values for Magenta and Blue to -100 (the lowest). Next Index the Palette to 160 colors by going to Image > Mode > Indexed... and 'Generate Optimal Palette'. From there, open the Dialogs > Colormap and take a screen shot. Create a new image, paste the screenshot and save it as a .bmp Don't save any changes to your storyboard.
Then, open PEdit, open the .bmp you just created and the Essential Colors.pal that is available for download. You will notice 4 rows of blues/browns/etc at the top and 2 rows of magentas and lime-greens at the bottom. Leave these alone, they provide civ-coloration (blues) and shadows (magentas) to your story board. Select the first black (blank) after the 4 rows of civ color in the Essential Colors palette by clicking on it. Then, in the .bmp colormap you saved from the GIMP, proceed to click on each of the colors from your screenshoted palette to load them into the spaces between the civ-colors and shadow colors in the Essential Colors palette. Once you have selected each color from your colormap, they should fill the gap in the Essential Colors palette. Save that palette in PEdit under a different name for your unit.
Go back to the GIMP, open the storyboards one-by-one and apply the palette you created in PEdit by doing the following: Open the palette dialog (Dialogs > Palettes) and then click on the Palettes menu (from the small left-pointing arrow at the top right). In that drop-down menu there is an option "Import Palette..." Browse to the palette you saved in PEdit. Now, when going to index the image (Image > Mode > Indexed...), rather than selecting 'Generate Optimal Palette' click on 'Use Custom Palette' and select your palette from the list. Make sure to UN-CHECK "Remove unused colors from colormap".
Save the image as a .pcx and you have indexed your storyboard. Repeat the Indexing to the custom palette with each storyboard. You won't need to import the palette more than once--GIMP will now have it in its palette listing until you remove it from there.
(This is a combination of Steph's "how to..." with the added directions by Vuldacon
http://forums.civfanatics.com/showthread.php?t=158020 and some of Bjornlo's tutorial
http://forums.civfanatics.com/showthread.php?t=238817 See Vuldacon's notes in that first link for how this may not be a perfect procedure for certain animations.)
