I don't recommend using Grand Slam on wool, but if you rinsed it well, preferably with an acid rinse, it shouldn't cause color loss. I think Matrix Accomplish works well on wool. I like Matrix All Fiber Rinse to rinse it with. At any rate, I'd choose something else for wool. If something does go wrong it will be your fault.
Part of any result on wool rugs can be what was used before. Sometimes the problems caused by cleaning with a high pH cleaner don't show up until the next cleaning when dyes that have been damaged wash away. The point is that what you are cleaning with now is not the only explanation for what may cause color loss. It could have been the last guy. You are just the one who is in the wrong place at the wrong time.
Always test any cleaner in a small area, even if you are sure it was safe for wool.