I played the whole game of JK2 with an orange saber, because that's what he had in MotS, and since the events of MotS lead up to the events in JK2, it only made sense that he'd use that instead of making a brand new saber then giving it to Luke and giving it up.
In JA I have him using the same orange saber again.
The history of Kyle's sabers:
(spoilers from the JK series)
Green saber (originally possessed by Yoda, given to Qu Rahn for safe keeping, he gave it to Morgan Katarn, who put it in WeeGee to save it for Kyle).
Destroyed by Boc.
Yellow saber. Yun dies saving Kyle's life, because "a Jedi deserves a battle." Kyle takes the yellow saber and uses it to defeat the last three Dark Jedi and fulfills his mission, staying true to the Light Side.
Orange Saber. Not stated, but sometime after the events of JK1, and prior to the events of Mysteries of the Sith Kyle likely constructs his own lightsaber, with an orange blade. He uses it to train with Mara Jade and accomplish many missions for the New Republic. When he almost uses it to kill Mara under the influence of the Dark power of the Sith Temple on Dromuun Kaas, he gives it up, vowing to avoid temptation by giving up the Jedi way.
Blue Saber (not explained, non-in-universe read-between-the-lines explanation is that the new saber colors canon policy prevented Raven from using any colors but green or blue, and since green was already used, they chose blue for aesthetic reasons). This is the saber he gives to Luke, so if we take it at face value he gave up the Orange one and then constructed a new Blue one then gave it up as well. Taking the story as its been going, we can probably assume that they would have used the Orange one if they could have.
Even if we assume that MotS was an anomaly (no reason to, since the events of MotS directly lead into the events of JK2), he still should have Yun's yellow saber.
So the blue saber continues to be the one that Kyle uses today, newly reclaimed in his mission in JK2, motivated by his desire to seek revenge against Desann and Tavion. But the way I play its still his orange one.