I have black as the environment and there are no red lights, I try to change the lights to blue and the result is the same
I’d have to think of sub-scattering or subsurface color set somewhere in material settings. It would make sence as for Eevee this option must be turned on separately and not for Cycles. But… it’s volumetric. May be there is a color set in your volumetric settings? Like Absorbtion color is set to green and not black (not sure, but green absorption color should give visible red color).
first is evee render, second cycles.
Sun color is blue, as you can see it’s a huge difference between two engines.