I'm not sure if I completely understand what you are doing, but one thing I've discovered is that the "Save for Web" will not convert the image to sRGB. The way I handle that (for images going to the web only), is to convert it to sRGB right after I flatten all the layers. Once I've done that, THEN I use the "Save for Web". I've never noticed any change in colour though when I've converted, but that just could be that my eyes are getting a little "older" (followed quickly by the rest of me ).
I hope that helps some, but there are likely others better qualified to answer this.