Nice clean install, your switch looks identical to the Amazon switch, did you secure it with a clamp, or Velcro?
I used Alien Tape as it was thicker than the 3M that came on the switch.

If your switch looks identical with only 1 button it may not be setup for dual color lights.
Does the wiring harness have 2 relays?
In not, does the relay have 5 wires or 4 wires attached to it?