I don't know the pigment Vallejo use in the red but I suspect the problem you're experiencing here is with the pigments separating - the red might be made from a lightweight organic pigment (one of the naphthols) and the Prussian Blue is an iron compound so it's heavy. Make a puddle of the two colours on your palette and let it settle, does it change noticeably to reddish on top? If so that's the problem.
Applying the paint not too heavily thinned and lightly loading the brush so that the strokes dry quickly should largely avoid the problem, but you'll need to remix the paint every time you load the brush to make sure the colour is consistent.
Einion