Hey Hena,
Well, the only ones I have ever seen are blue, which are fine. However, I wanted to do something different. I had read some of the Tzeentch Spells in the Warhammer Chaos Book (Indigo Fire of Tzeentch, Yellow Flame of Tzeentch etc, etc) and decided to try to make the Tzeentch units look like my idea of Tzeentch Warp Fire. I had enjoyed painting some Blue and Pink Horrors with some Tzeentch Flamers and so wanted to carry on the colour scheme with the Daemon Engines. I might not have gotten the painting right, it was a bit rushed for a battle, but I still think the idea is a good one. I'm sure you can do better.

Hope it's of help.