Working with Color and FCP presents the same mine field that we find everywhere else when it comes to all things Final Cut Studio: There's more than one way to do almost everything.
My workflow, which has been very solid for me, is to eschew the "send to" commands, and export an XML from Final Cut. I import this into Color, then dive into the Finder to move the automatically-saved Color project file from the default projects directory into the directory where I save my show's Color projects.
When I'm done grading, I export an XML from Color, and import that into Final Cut. The only real inconvenience is that timelines brought back from Color via XML have unlinked stereo tracks; I have to re-link them by hand before exporting to Soundtrack for mixing.
Give this a try. It's possible you've just run into a quirk of the "send to" process, and that doing the transfers from one program to the other may fix that.