I am no Canon expert, but this sound like it might be an on-camera settings issue (although if it is working in APT, maybe not). I don't suppose you know what version of the canon API APT is using. We can check on that if you don't. Maybe others with this model will chime in.
In the meantime, please have a look here and we can see if something looks strange:
You can get color only for Frame and Focus images (by checking the JPG Preview box). For normal capture of light frames, however, there is no need to grab color images (since SGPro is only a capture program). You can get a RAW CR2 file or you can get a CR2 converted to FITS.