Not sure this is in any way specific to the US Consulate in Nairobi or DV cases per se, yet here is some information on colored 221(g) slips:
Blue Slip: A 221g Blue slip is being provided when additional documentation is required. After submitting the required documents, a decision will be taken by the Consulate.
Pink Slip: A 221g Pink slip is handed out when your application needs further administrative processing. The consulate will notify you once the processing will be completed.
Yellow Slip: A 221 g Yellow slip denotes general types of administrative processing. The Consulate looks at all the documentation provided by the candidate.
White Slip: A 221g White slip suggests a requirement for further processing by USCIS. The Consulate may push back these cases to USCIS and a decision will subsequently taken if and when respective information has been obtained from them.
Refusal under Section 221(g) of the Immigration and Nationality Act indicates that your visa case process can be on hold for various reasons, such as administrative processing, requirement of additional documents, medical tests, insufficient validity of passport, etc. Issue of 221g does not necessarily mean that the visa is/will be rejected, but it means that the CO couldn’t take a decision based on existing documentation and requires additional information for further review and decision taking.