I've found similar issues by searching, where a surface color disappears in Assembly, but mine disappears in the part.

I'm trying to put a projected color patch on a screw to represent a nylon patch added for anti-rotation. I projected a sketch onto the threaded surface, so I could change the color to blue.

I can pick the various split surfaces, and they show as a new color during the definition. But when I click the green check the color disappears. If I go to edit the surface appearance again, it shows up as having that color.

If I choose a surface outside the split line, the color will change on that surface, but only outside the split line on that surface.

If I choose the split line feature itself and try to change color, it picks ALL of the thread surface in the area of the patch.

I removed all appearances from the part, after the surface initially couldn't be set.

If there's just a better way to do this projection, I'd be happy to know that as a workaround.