All the events are blue or yellow? This is weird, you need to explain this in a bit more detail, perhaps give a screenshot of you running in the tileset.
Do you use blue or yellow in your tileset?
My guess is though, that you didn't include the Jazz2 palette inside your tileset palette and instead just did a straight conversion to 256 colours.
What you need to do with all tilesets is to make sure that the JJ2 palette is included in the top part of the set, this is the colours all your events use.
<img src="http://www.beute.plus.com/stuff/jazz2pal.gif" align="left"> This image gives you an idea of what this palette looks like and where it's placed. The palette itself can be downloaded <a href="http://www.beute.plus.com/stuff/Jazz2.pal">HERE</a>, you can use a program like <a href="http://www.geocities.com/alister_j_t/PalSuite/Index.htm">Palette Suite</a> to load this into the palette youre using at the moment.
That's all I have time for explaining right now though, hope it helps.