A little on line research says you are correct, not that I really doubted you, that many species of grasshoppers may have some orange or red on them. When I tied up a couple of this pattern last night I did start off with a red tail. Thanks to spoof85, I had some very high quality deer hair for the wing. Pennsylvania deer have a heck of a lot more hair per square inch than their southern cousins, it's that surviving the winter thing I would think.
It's easier to fool people than to convince them that they have been fooled. Mark Twain