At any one time, the NES can only have four background pallets in memory. The text will have to use one of the four sets of background colors that are loaded with the current stage, and it will use the same slot every time, regardless of what colors are in it. Even if you can get the HUD text to use a different slot, you won't be able to get the exact "thank you Mario" colors on every level without first sacrificing one background pallet for shades of gray on every level.
If I remember correctly, the ending text in the castle levels uses the same slot as the greenery and pipes in the normal levels.
Also, it's a good idea to turn off HQ filtering while editing and testing graphics of any sort