What does your mod_textures tele entrance & tele entrance VMT look like?
mine for reference if you want to compare, since I know mine is working:
https://github.com/rbjaxter/budhud/blob/master/_budhud/scripts/mod_textures.txt#L99-L106
https://github.com/rbjaxter/budhud/blob/master/materials/vgui/replay/thumbnails/building_icons/obj_status_tele_entrance.vmt
& these are all the clientscheme colors related to it:
// Engineer HUD Specific
"LowHealthRed" "159 055 055 255" // When building is low health or is in first stage of building
"ProgressOffWhite" "255 255 255 255" // Right build progress and ammo bars
"ProgressBackground" "150 150 150 255" // Right `Building...` Progress color BG, ItemEffectMeter BG
"HealthBgGrey" "080 080 080 255" // Left build progress bar