I thought purple was pretty universal for funeral convoys, seems nobody really uses it, though.
They're probably playing very close to the line on those cars. I don't know many states' laws, but I read-up on my own because I buy and sell an assortment of decommissioned stuff (one of the auctions posts the relevant statute with the lot if they know the color(s) are regulated). Everything here seems to be concerned with forward-facing lights, from how it reads, you could fill your rear window with strobes & crap as long as not a single unauthorized color faces forward.
Some of those funeral escort vids scream shenanigans though. The sirens are completely unnecessary and obnoxious, as is trying to make everyone on the road stop and pull over, regardless of direction of travel. Seriously, is that really legal? Dead people have no urgency to get to their hole in the ground. I get that they want to maintain convoy integrity, but there are less obnoxious and much more effective ways to accomplish that result.