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OldBrit I think the reds are very slowly spreading from the Lake District. I glimpsed one very briefly, near Appleby-in-Westmoreland one day some years ago.
Apart from the red squirrel colony safe on Brownsea Island the only squirrels in Dorset are the greys - but many have noticeably orange tinges to their fur. Might that be from minerals in the pine-seeds that are one of their main foods? Particularly iron, perhaps, as the heathlands in the East of the county are rich in iron-oxide.
I understand pine-martens (another British native) have been introduced in some places as a grey-squirrel control, especially where the reds are trying to cling on to life as well. It seems the reds can retreat to safety on branch ends too flexible to hold the larger grey squirrel or a pine-marten.