Hi Marina -
I'm not inside our corporate intranet to see if this is a known bug, but I'd encourage you to send your question directly to Tableau support (email@example.com) so they can check for you. Good luck!
Are you using an extract? I was having the same issue in a workbook that had an extract and I was able to fix it by completely re-building the extract.
No, I am using live connection.
I have figured this out...
When creating a dual Axis,the Marks Shelf changes to a scroll bar
with 3 options: Multiple, and the 2 fields that make your dual Axis. Tableau puts the special field "multiple Fields" to the Multiple Mark option on the Color Shelf and displays the Color Legend.
I changed colors on the Color legend, but the colors on the color Shelf for the 2 other options had different settings( I was not aware of). So, after 2 days of frastration i accidentally removed the "Multiple Fields" from the Color shelf in the "Multiple" marks option and then set colors for the other 2 marks fields-- that fixed the problem...