Since you've checked all the settings, you should have seen an option in two different places for the color range. Full or Limited. That's likely your problem.
Limited came from analog TV broadcasts. In analog, nothing is ever equal, so the broadcasters slightly overdrove it to make sure that white and black were actually displayed as such. So the actual useful range was slightly smaller than full-scale. In today's digital world, that's not a problem, but the old habits still persist, and so we have the setting. If you mis-match it, it will cause the picture to be slightly wrong.