Try to create a parameter with two options, let's assume you made a string parameter and used the following options
Split by Region
Then create a calculated field:
WHEN 'All Up' THEN 'All Regions'
WHEN 'Split By Region' THEN [Region]
And place that on your colours shelf.
You can further improve this by using integer values instead of a string in your parameter if you feel comfortable enough changing the value side but keeping the display side something sensible.
Carl, thanks for this solution. Straightforward and effective, and I can see how it could have broader application.
Actually I couldn't get the string parameter to work, but it worked with integer values which I am more familiar with using anyway.
Problem solved, grateful for the help.