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Hi @ppina
We can’t see which Picture Style (colour profile in Canon’s language) you picked from the screenshot, but I am guessing you kept the default “auto” or “standard” (“auto” is what I have in the R5II currently).
In any case, I concur with @Bill this last photo you shared looks quite balanced in my screen too.
Fixing the white balance to your strobe’s colour temperature is a good starting point and will work well as long as:
1/ you don’t have much ambient light in the photo, which is typical for macro (you can verify that by turning off the strobes, the next photo should be black or very dark)
2/ you’re not using a wet lens that brings a colour cast (some wet lenses turn the colours yellow/green, which you can fix by a custom white balance measurement on a white/grey neutral reference)