Debugging LED with DMM
Older meters (especially analog ones) typically had the negative lead as the positive polarity in resistance-like modes where the meter provides power.
It's also possible you have mixed something up with the target LED connections, particularly where a multicolor LED is concerned.
For your purposes, do a cross check with an ordinary silicon rectifier diode of clearly marked polarity, single reputable factory fresh red LED with a longer anode lead, or similar.  That will lead you to identifying the actual source of unexpected results and determine how your meter behaves with a known diode connected in an unambiguous way.