There must be something wrong with how ePrint is configured for your device. Somehow the email message that the printer is recieving is containing the command to print in greyscale.
Try contacting HP Support on this one. They should be able to put a pause on your HP Eprint account and check out the document before it is sent to your printer. They should then be able to review the printer settings that go along with it. They may have to make a tweak to your ePrint account so that it sends all jobs in Color by default.