It is normal for the coloring to dissolve after steaming, and for the coloring to turn green or even brown.
There is nothing wrong with freezing and storing after blanching, but the blanching may not be too thorough, resulting in some skin melting. But from the longitudinal muscles of the sea cucumber shown in your last picture, the sea cucumber can still be consumed normally.
There is no problem with safety, hope it is helpful to you, please take it!