Yellow Monarch butterfly chrysalises in the US?
Although there are Danaus species chrysalis colors other than green in other countries, in the US Monarch chrysalises are green.

Jodi Hopper, owner of Wish Upon A Butterfly in Pennsylvania, discovered some yellow chrysalises in her Monarchs a few years ago. She shipped some to Dr. Chip Taylor and shipped some to us at our farm. We raised them for years before finally letting that line of stock end.

The yellow color is recessive. In these butterflies, the gene that causes the green color is missing. If a butterfly from a green chrysalis and a butterfly from a yellow chrysalis paired, all offspring would have green chrysalises. But if their offspring paired, some would be green and some would be yellow. It’s much like the blue-eye gene in humans.
The caterpillars look totally normal. The first indication that there is something unusual is when the caterpillars J and begin thinning their cuticle. The photo below shows two caterpillars J’ing side by side. The one on the left will make a yellow chrysalis. You can see the yellow color though the cuticle. The one on the right will make a green chrysalis.

The adult butterflies are totally normal.
The hemolymph (blood-like fluid) of these butterflies is also yellow.
You can see a video of a caterpillar pupating into a yellow chrysalis by clicking on this sentence.