Phil,
Yeah - there are lots of chili varieties, and we seem to have a pretty limited selection in my backwoods town. I'd have better luck getting specific cultivars in Vancouver, for instance, as they have much larger population to support such things as culturally themed grocery stores.
Perhaps the difference in color you're seeing, though, is that powdered chilies also may include the seeds, which are pale in color.
Here, I'm stuck with fresh Thai ("dragon") chilies and cayenne powder. Both are roughly the same spiciness level, although the fresh chilies (unless diced) diffuse less readily into the sauce, so they often result in a mild flavor until you bite into a piece, at which point you're suddenly sweating.
Unfortunately, our fresh chilies are useless when it comes to contributing color to much of anything. They are often sold not quite ripe, so can range anywhere from green to red. I once tried making something called Parsee red chicken curry. You add about 10 chilies to it, and the idea is that they make the meal a bright red. Mine was pastel orange... the problem is, the recipe called for Kashmiri chilies, which are both very mild and very red. Thai chilies look red enough, but aren't quite the natural food coloring that Kashmiri chillies are, and also are apparently much more powerful. Needless to say, my pastel-orange Parsee chicken curry was extremely spicy.