Oh dear. You are very confused aren't you.

By "start a compiler session", I mean: "start a cmd session and run the appropriate command to set up my compiler.", before issuing the cpan command, thereby preventing it from coming to the wrong decision--that I do not have a compiler--and colorising output and all the other stuff that follows on from that. It never gets to the point of downloading anything, because my firewall prevents it, by asking me if I want to allow it.

I wonder how you achieve this. It's very likely an incompatibility with whatever provides your colour support.

cmd.exe! color f9 or whatever else I choose.

Or more simply, make a cmd shortcut, give it an appropriate name. Right-click the icon and select properties dialog. Set up the window layout; colors; edit-mode; command; short-cut key et. al. to your preferences. Now each time you start a session with that icon or its short-cut sequence, you get those colors etc. Simple. Compatible with everything. Except those things that don't respect/restore my choices--like the lastest version of cpan.