So, for the first part of your post, you said that the you divided a red blooming Helenium. Then one half of it bloomed yellow while the other is the red-orange? Could have been you a yellow seedling/plant growing in amongst the red one?

For the part about your red one turning burnt orange...I find Helenium to be quite changeable when it comes to color. My 'Coppelia' naturally starts out a dark reddish color that (as the flower matures and ages) turns a coppery orange. I also think weather and possibly temerature and even moisture can have a lot to do with it as well. In the late spring to early summer when my 'Mardi Gras' Helenium first starts to bloom the color is a plain light orange with some golden and orange hints. Then when fall rolls around the splashes of dark orange are more pronounced, which makes me think the cooler temps have something to do with colors changing.
Hope that has helped you some (and wasn't too confusing! ;-)
CMK

Each helenium changes colour as the flowers age, except light yellow with yellow eyes.