Auto Wrong Balance

When doing street photography I will often use Auto White Balance (Auto Wrong Balance to John Gravett), The changes in colour temperature from all of the different light sources as you move around means AWB gives a good starting point.
On Saturday I noticed that the picture on the rear screen on the camera was very red. I changed to cloudy (it was!) and everything was fine.
However, any image shot on AWB was showing with a serious red cast on the back of the camera. That image comes from a JPG that is embedded within the RAW file.
I had a chat with Andy Sands at Chiswick Cameras about it. He hadn't heard of the problem but suggested upgrading the firmware as a starting point. The camera was on v3.0, the latest is v5.0. Fuji are very good, their firmware upgrades aren't just bug fixes, they add new features as well.
Tonight I took a shot before upgrading and then one afterwards. It was the same. The RAW file, when opened, was fine, and the starting point that it showed (which was what was used to generate the JPG) was fine.
I then checked the handbook to find out how to give the camera a factory reset. Get all the settings back to their factory defaults. Doing that fixed it.
Today's image is a triple - the RAW file when faulty (looks fine), the embedded JPG with its cast, and the embedded JPG once it had been sorted out.