Most of the instances I've seen, they were painted a standard Neutral Gray color. The Navy had an interior gray color (not Haze Gray) that they used, probably the Standard Pre-War Navy Gray. I've also seen them in a darker shade, almost a gunmetal color.
They wouldn't be painted in the conventional sense (Navy Blue, Haze Gray, etc) to match the ship's camo, since they never in the racks very long.
Jeff Herne
Modelwarships.com