Slicer border conditional formatting bug?

[FM-Rad10]

I've been trying to get a border on a slicer to be specific colours for each value and thought I was doing something wrong after building the measure and it always returned the colour as Dark Grey, so I went and followed this guide, just to be sure. https://radacad.com/set-power-bi-data-color-all-visuals-to-follow-same-color-for-the-same-data-point and it's still not working. 

When I apply the measure below as conditional formatting I just end up with the Red colour instead of the ones specified by the hex in the colour table. It's almost like it can't find the values to match on.

lookupvalue(
'Colour'[Colour HEX],
'Colour'[Value],
SELECTEDVALUE('Data'[Closing]),
"Red")

I've checked the values to ensure they're matching between the parameter table and the data table and everything is correct. I can't for the life of me work out what the disconnect is here. I had thought there might have been a trailing space somewhere in the data but that's not the case. 

If I apply the measure to a bar chart it works without issue so I know the logic/values etc are working as intended. Is this a bug? 

[lbendlin]

If you have a Pro license you can open a Pro ticket at https://admin.powerplatform.microsoft.com/newsupportticket/powerbi
Otherwise you can raise an issue at https://community.fabric.microsoft.com/t5/Issues/idb-p/Issues .