In your second picture you can see that you are wearing the privateer suit. Now the privateer suit has the advantage that other privateers won't notice you. But there are still certain zones you can't go in. Those zones will be in red.
Now before you had the suit and you get quests, the zones will have different colors depending on what quest: Main quest, hunting quest, killing quest and the other one. It is still the same except some zones are in (red)zones you can't cross without being noticed you are not a privateer. And that is where the red zone comes in.
Yellow zones are story missions, blue are optional missions and red are hostile areas you still need to take over.
Your first picture is a story mission quest, with the orange color meaning the zone you can't enter with your privateer costume or they will notice.
The second and third pictures are the same, an optional mission while wearing the privateer suit, in the second the mission zone is larger then the you cannot enter zone, and in the third the zone is larger then the mission zone, it is just painted differently on the map.
Your last picture is while wearing the privateers suit trying to take an enemy zone.