ok - a lot of things to correct. First thing to know, you can´t change a group from one emitter to another, only groups within one emitter. This is why the new meta group has been introduced as this guy can take groups from different emitters.
So let´s delete emitter advect and give emitter normal the second group, emitter advect. . You want to start with group emitter normal, so set group mode to use first group only.
Another thing that will not work - don´t stick particles to source object , this will be stronger than any advection. You could do if necessary (e.g. if you would go for an animated text) but then have to unstick action same moment you change group with is possible of course, but not necessary here, just set speed for both groups to be 0.
Don´t know why, but explosia has been broken in your file, so I had to add a new one. But saw you did not set group advected to be advected in your version.
If you want particles to keep the colour received when entering new group, you´ll have to turn down colour to 0% within advection tab...
Edit, just another note , your material on the explosia doesn´t make sense to me. You want to advect particles, so you want to render these and not explosia simulation. So materials should go to emitter or groups instead ...