No its not just azereus with the innaccurate reporting, bitcomet used to do it with some torrents, and torrentflux which is based upon torrentstorm i think; its based on remote connections that you have no control over so your likely to not get an accurate view of the situation. I know what the colour codes alledgedly mean, but they aren't accurate or consistant at all so you shouldn't read too much into unless your dealing with a total newbie who probably hasn't set up the firewall correctly.
Yellows main cause is firewalling true, but not always and not all of a sudden i've found. When mine goes yellow its normally somethings fucked up with the tracker, and you really should know, trackers are really shit and the main problem with bittorrent. When it goes yellow
all of a sudden* as stated in this case it doesn't mean there's something wrong with your NAT, might be blocking remotely and you can't control that.
If it happens all of a sudden for no reason without any changes, I doubt its a firewall issue, maybe a tracker issue (btw, you never mentioned which torrent?). It might be remote port blocking, or it could just be a fucked up tracker that's using some messed up settings. If your on a static ip or haven't refreshed your ip in a while, try that... i've sometimes had people blocking my ip. I had a lot of problems connecting to polityk on emule, turns out some polish isp was operating an ip block, nothing wrong with the firewalls.
I'll repeat the message I wanted to make about the colour codes and reading too much into them, just because its yellow doesn't mean its a firewall problem (although it often is), and probably isn't if its just the one torrent that's doing it. I've had torrents that have stayed yellow and i've got a clear route so there's no real reason for it. Some of them are just messed up. I'm an emule user so slow speeds don't really bother me though
I'm assuming once again that you've got your ports open and if you haven't there's guides for setting up bt. I've noticed sometimes that single port clients sometimes show up as yellow (ie. software that only uses a single port to connect out, like azereus, bitcomet, etc.)
Offtopic: I use az because az is probably one of the best client by miles, you might have wondered why its one of the most popular clients

Sure no superseed criticism; whoopie doo, don't need it and it downloads a lot faster with connection to a distrubuted tracker free network now that's been implemented

That means even if you do have some f*cked up issues like the one in this thread, you don't get any problems connecting because you don't need the tracker to download
* I'm assuming that by pretty experience torrent user he means he's not new and its just this single torrent that's fucked up. I have to say i agree some torrents are just fucked up and go really slowly. Then again i have no problems with zearc, i have with some registered trackers in the past for no reason (and no, it wasn't because they were operating on an odd port).