I've seen all kinds of wacky theories on why they called each other this, like they were influenced by Manson giving the girls colors as names. It's really pretty simple - in multiplayer Doom, each player has a color to differentiate them, and two of those colors are indigo and green.
Doom Wiki - "Player" - "In a multiplayer game, the other players appear as marines in differently colored uniforms and armor. In the Doom games the colors are green, indigo (gray), brown, and red"