I love how you use colours as an analogy of your different parts. It seems to me that pink seems like the trouble maker because it is them most vulnerable part. Your therapist sees Red and the problem because it's the one holding up the big protective (possibly dysfunctional) barriers. But you see that Pink is the source of problems. If Pink wasn't Pink and was actually Purple, then Red would have no job and would have to leave.
Your therapist may be finding it difficult to get passed Red, she want to heal pink so that it can evolve in to Purple. Red is stopping her for accessing pink and that is problematic for her. Pink isnt bad it just needs to be healed and for that to happen, maybe Red needs to become less red (maybe coral or dark pink

)
Hope i got that right? xxx