The first unit sent to Africa was the 5. Leichte-Division (later in August 1941 it was renamed 21. Panzer Div.) and these were the only combat vehicles sent in grey paint. There are many photos of their landing and parade at Tripoli.
There is some opinion that only recon vehicles (and perhaps the earliest in arrivel of some motorized AT) were camouflaged with local sand/mud mixes, as these vehicles were sent immediately forward to scope out British dispositions. The main armoured units remained in Sirte for a work up period before the first offensive was launched on the 24th of March. Tropical colours were decided upon a week prior on the 17th - whether that was enough time to send paint tins of RAL 8000 as well as apply a hurried paint job is unknown. Sirte does have an airfield, so who knows. Some have suggested possible Italian paints were used, but they too did not officially have a desert sand paint for their army until a decision was made on the 18th, a day after a choice was made for the Afrikakorps.
The next tank unit, the 15. Panzer Div., arrived between April 24 and May 6th 1941. These were finished in tropical paint at the factory. What is further interesting about these vehicles, they arrived with the rubber sides of road wheels and return rollers painted in white. Apparently this was just for parade purposes while at their Italian harbour before boarding ships.
regards,
Jack