That's just not how it worked. The film itself carried the color via dyes. I think you're confusing the "filters" with the aperture plate that would be put into the projector, meant to frame the image.
No Patrick, I'm not. I know what an aperture plate is. I have seen these films displayed using a projector fitted with a filter holder. I saw this was during presentations made here by Bown Adams when he showed the films from his collection. Throughout the film he'd drop in filters for various scenes to give the scenes whatever hue was called for. As you dropped the one filter out the bottom the one on top would fall into place making for a quick transition. He even explained how these filters were used according to a program sheet that determined what colors were used when but that not every projectionist followed the program sheet or just plain made up sequences for films that didn't call for filters.
Watched the new dvd with some friends... we had fun guessing what colour the smoke was gonna be next.
And you know you watch too much MST3K when you're snarking on a film...and then you listen to Mike's commentary.. and you find out that you made the exact. same. observations. he. did.