Think they all go through to red although I had some in Switzerland that seemed to skip straight from green to stripy, to red without going through pure yellow or orange first so maybe it was variety dependent. That didn't help much, did it?
Mine are leaving it really, really late - they're still tiny. Got one decent sized chilli out of about twenty pepper and chilli plants so far. Aubergines are yet to produce a single fruit that I can see. So much for me starting them early!
Preserving in oil is a very Italian way to do it but just be careful about the hygiene - I tried it when I had a big batch of peppers and didn't get it quite right so they started to disintegrate in the oil and I wasn't sure about eating them after that.
H