In a Yang-Mills theory where the fermion fields transform under $\Psi \rightarrow e^{-\theta^A t_A} \Psi$ with $t_A$ generators of a Lie-algebra fulfilling $[t_A,t_B]=f^A_{BC}t_C$ a Noether current $J_{\mu A}$ of the following form can be assigned to the Dirac-equation $(i\not\partial - m)\Psi = 0$:
$$J^\mu_A = -\overline{\Psi} t_A \gamma^\mu \Psi.$$
For being a conserved Noether current it should fulfill $\partial_\mu J^\mu_A=0$.
Adding the Yang-Mills fields of the following form to the fermion fields:
$$F^{A}_{\mu\nu} =\partial_\mu A^A_\nu - \partial_\nu A^A_\mu + g f_{BC}^{\;A} A^B_\mu A^C_\nu \quad \text{with the Lagrangian}\quad {\cal L}=-\frac{1}{4}Tr(F^A_{\mu\nu}F^{A\,\mu\nu})$$
one gets the following field equations (${\cal D}_\mu$ being the covariant derivative)
$${\cal D}^{\mu} F^A_{\mu\nu} = -J^A_\nu$$
Curiously the Yang-Mills fields fulfill also the identity
$$ {\cal D}^\mu{\cal D}^\nu F^{\mu\nu} = {\cal D}^{(\mu}{\cal D}^{\nu)} F^{\mu\nu} + {\cal D}^{[\mu}{\cal D}^{\nu]} F^{\mu\nu} = 0$$
where the first term disappears since $F_{\mu\nu}$ is antisymmetric whereas ${\cal D}^{(\mu}{\cal D}^{\nu)}$ is symmetric and the second term disappears because of
$$[{\cal D}_\mu,{\cal D}_{\nu}]\chi^A = g f^A_{BC} F^B_{\mu\nu} \chi^C \quad \text{for} \quad \chi^A = F^{A\,\mu\nu}.$$
because $f^A_{BC}$ is antisymmetric whereas $F^B_{\mu\nu}F^{C\,\mu\nu}$ is symmetric in the indices $B$ and $C$. But the collorary of this result is that the colour current fulfils also
$${\cal D}_\mu J_A^\mu = 0$$
How is this compatible with ${\partial}_\mu J_A^\mu = 0$, in particular in view of ${\cal D}_\mu J^{A\,\mu}= \partial_\mu J^{A\, \mu} + g f_{BC}^A A^B_\mu J^{C\mu}$ ? Is the connection term also zero ? Or is ${\partial}_\mu J_A^\mu = 0$ no longer valid? If that were the case, then one might loose the conservation of the colour charge as a vanishing covariant divergence do not automatically lead to a conservation law as the famous example of the energy-momentum tensor of the GR $T^{\mu\nu};\nu =0$ shows.
Thank you for any help.