Though it was called "chestnut" in the breed poster which came with the set, #410175 Stablemates Parade of Breeds - Saddlebred, Chestnut (2005) there on the top row makes a very strong case for bay. The points may not be pitch black, but they're pretty dark. Colour definition aside, this model is without markings and should have a nice set of eye-whites.
On the bottom is the much sought after Hambletonian at the Meadowlands Mini Foiled Again (2015). This model is a clear chocolate bay with a tiny star and an off-hind pastern with a buff coloured hoof.
On the bottom row are the bay roans. The model to the left is from the K-Mart Special Run #79197 Country Stable Set (2006). This model is more heavily shaded than the regular run. It also has eye-whites, an off-hind sock, and a star and stripe facial marking.
The model from the #5412 Horse Lovers Shadow Box - Standardbred (2011-Current) is a lighter, creamier roan with socks on the off-hind and near-fore legs and a blaze.
#5375 Saddle Bag Carrying Case (2009-10) came with a G2 Standardbred in a soft, "maple syrup" coloured chestnut. The colour is more tan with yellow under-tones, almost flaxen mane and tail, distinct socks on the near-hind and off-fore legs, eye-whites, and a blaze.
#5904 Dapple Grey Standardbred (2003-06) on the left and the Target special run #720116 Dapple Grey Standardbred (2006) are essentially the same model, just with different numbers. The colour is a cool dapple grey with near-fore and off-hind socks and an elongated star. The Target release seems to lean towards darker models, but nothing that couldn't be attributed to the usual variation within a run.
Many thanks to Deb Walsmith for providing pictures for this post!