McClaren Groves, who had a practice of taking detailed notes of various ship's camouflage, including taking paint samples from ship's paint lockers, states that from personal observation of Dorsetshire in the Indian Ocean in late 1941, she was in medium and light grey. This scheme was retained until April 1942 when a different disruptive pattern was adopted. From interpreting my notes it appears that the ship was in Mountbatten Pink in the first half of 1941, before changing over to medium and light grey at some point in the latter half of that year.
Deck colours are unknown.
There is no official record that I know of that gives an answer that would satisfy certain enthusiasts.