PDF file generated by pdf() does not export colors correctly

[LuisBoto]

The following code plots several data arrays in a simple plot()/lines() graph, with individual hexadecimal colors for each line:

pdf('plotFullSeiscientos.pdf')
plotFullSeiscientosDevice<-dev.cur()
png('plotFullSeiscientos.png')
dev.control('enable')
plot(timeInMSec11,bestFitness12, xlab="Time ms", ylab="Fitness", type='l', ylim=c(0.0000147055,0.0000375371), col='#0EB3AE')
lines(timeInMSec11, bestFitness22, col='#F491F8')
lines(timeInMSec11, bestFitness32, col='#B37E9F')
lines(timeInMSec11, bestFitness42, col='#604B6F')
lines(timeInMSec11, bestFitness52, col='#B4E33F')
lines(timeInMSec11, bestFitness62, col='#0D27DC')
lines(timeInMSec11, bestFitness72, col='#CE5214')
lines(timeInMSec11, bestFitness82, col='#20AE5D')
legend(x='topleft',legend=c('bestFitness 100 00', 'bestFitness 500 00', 'bestFitness 100 01', 'bestFitness 500 01', 'bestFitness 100 10', 'bestFitness 500 10', 'bestFitness 100 11', 'bestFitness 500 11'), fill=c('#0EB3AE', '#F491F8', '#B37E9F', '#604B6F', '#B4E33F', '#0D27DC', '#CE5214', '#20AE5D'))
dev.copy(which=plotFullSeiscientosDevice)
dev.off()
dev.off()

It also creates both a PNG and PDF files with said generated plot, from which the PNG appears to have correct colors:

However, the PDF file doesn't show any of these hexadecimal colors:

Some basic text-coded colors seem to appear just fine on pdf files (such as "red", "blue", "purple", etc.) however this is not the case for all of them either. Running the exact same script on RStudio outputs correct colors on the PDF file, and changing the pdf() function parameter 'colormodel' still produces similar problems. Tested on both 3.5-beta43 and latest RELEASE at the moment of writing this issue.