I havent really had that problem myself but on top of trying a new brand of color I have seen that working in a dimly lit room can help keep your colors from fading. Might be something worth trying?
If those things don’t help maybe you could try airbrushing the colors on your cake? Im not sure if airbrushing fades like colored fondant does but it might be worth a shot?! Goodluck!
Nikki, So Cal, www.Facebook.com/nikkibelleperchecakes