I doubt anyone knows for sure but, my thoughts are as follow:

It is pretty much agreed that the Christiana chips were, at some point, brought to Cuba from Idaho. I would say that the serrated edge orange was part of a reordere (or the entire reorder), probably made while in Cuba. I have seen ebay auctions in which the serrated edge Christiana was identified as a Cuban chip.

USPC records show 8 colors all with the square edge. The orange was not (most likely not, anyway) a part of the 1937 order.

Interestly I have 9 colors ( http://www.oldpokerchips.com/NonNevada/Christiana.htm) but I don't have a lavender, which is shown in the records, while the records don't show a gray which I have. Of course this means that a scan of chips from the USPC records are not always complete.