If you move R2 in the SCH and PCB it isn't shorted.
This is a kind of artifacting that I have seen before, ie extra ratsnests in PCB. I usually just delete that ratsnest and don't worry about it - you have to move the part before it refreshes -, but I think it is a bug.
Didn't know you could change the colour of a wire in SCH view, I guess you learn something new everyday.
