ajb... Glad you found the problem... most problems are generally simple when discovered

I checked your palette as soon as I downloaded your files and it was not the problem.
As you probably know, the Green and Magenta do not have to be Pure (0, 256, 0 and 256, 0, 256) or even those colors. Some procedures require loading the palette to nearest color matching and if those two colors are close to another color in the palette, the programs will load them with the wrong color and that changes the index.
Those two colors at the end of the palette are in preset slots for Transparency. If the Magenta is not pure and close to the Light Smoke shades in the Unit palette, programs will load the Light smoke shade in the transparency slot causing the background of the Unit to be the lightest smoke shade... and you cannot see this until in the game. This is the reason to use Pure Green and Magenta just as a general rule. The truth is that you could use any of the same colors on the palette again for those two transparent slots but you would always have to check them to make sure the palette indexes were correct for the transparency palette slots.
Unit Palettes use the last two palette slots for transparency ( first one for the Frame lines and the last one for the Background ) but Leaderhead palettes only use one color for Transparency.that you select when adding the palette in Animation Shop. and if you have both Green and Magenta already in your Palette it does not matter because you only use one of them. IF all color slots were used and you only have Magenta or Green (for example) at the end of your Palette you would have one more color used in the Leaderhead. We generally use the same palette that we use for the other Leaderhead pcx images both for simplicity and to keep the Animated Leaderhead with the same appearance.