In some places, the Rockaway Shuttle is blue, but in others it is grey. In an earlier version of the subway map, the shuttle was blue until January 2012, but now it has been changed back to grey.
In this photo of the Broad Channel entrance, you can see that the shuttle's bullet on the top sign is blue, while the bottom entrance sign shows it as grey.
http://www.subwaynut.com/ind/broad_channela/broad_channela20.jpgAs for why the train was at Far Rockaway, I don't know. Most likely it was just signed up as a shuttle but was actually an (A).
