I forgot to attach the tex and pdf files. Don't know why, it does not work.
Here is the source below:
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\documentclass{beamer}
%\usepackage[utf8x]{inputenc}
\setbeamercolor{itemize item}{fg=red, bg=white}
\setbeamercolor{itemize subitem}{fg=blue, bg=white}
\setbeamercolor{itemize subsubitem}{fg=green, bg=white}
\setbeamercolor{enumerate item}{fg=red, bg=white}
\setbeamercolor{enumerate subitem}{fg=blue, bg=white}
\setbeamercolor{enumerate subsubitem}{fg=green, bg=white}
\setbeamertemplate{items}[square]
% \setbeamertemplate{enumerate items}[square] % <== same buggy behaviour with this one
\begin{document}
\begin{frame}{bug in setbeamercolor for enumerates ?}
\begin{itemize}
\item lorem
\item ipsum
\begin{itemize}
\item second
\item level
\begin{itemize}
\item third
\item level
\end{itemize}
\end{itemize}
\end{itemize}
\begin{enumerate}
\item lorem
\item ipsum
\begin{enumerate}
\item second
\item level
\begin{enumerate}
\item third
\item level
\end{enumerate}
\end{enumerate}
\end{enumerate}
\end{frame}
\end{document}
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