Keep on having the dealership replace parts until they all match. Eventually I would imagine Harley will stop honoring the claims and tell the dealer to cease and desist, if they haven't already.
I have no idea which company is painting CVO parts these days, but I'm sure the dealership does. Ask them to contact the vendor directly and ask for help in resolving the issues. There should be a color standard for each color (in the auto biz they were small metal panels painted under laboratory conditions). When you have parts of various shades, you need such as standard to identify which parts are right and which parts are not. You also have to understand that nothing is absolute, there will be a certain amount of allowable variation, especially with metallic paints.
Jerry