I have a P5 housed in MPK5, and I had exactly the same experience ...
I bought a Sea&Sea YS25DX. Apart from the problems I had with the strobe, when it was working I found that anyway it didn't help much with the colour problem ...
The P5 automatically sets the exposure correctly for embient light, so if you use a flash unit it tends to overexpose the shot. I made some progress by setting the exposure compensation as low as possible, and setting ISO as low as possible, but in the end everything was still green or blue.
Recently upgraded to an Olympus ...
One thing I did not do with the P5 is to work out how to use the "hold" option in the White Balance menu. Maybe this would help correct the colour if used properly?? I couldn't find any info in the manual.
-David