Not really clear on how these walls are arranged...pictures would be helpful.

You can intentionally coordinate the colors between the rooms, or you may look into adding a strip of molding to the wall to create a break in the color between the 2 rooms.

You can get fancier by adding a built in or a column or a decorative paint element like stripes to create a break point.

The simple way to deal with it it to paint all the walls a pale "neutral" and bring the color in with furniture and wall hangings. A pale clear yellow (really pale) would look good with the grey, chocolate and red you like. Or a pale cool grey. Something "barely there".

You can also use large blocks of wall color to mark areas within a larger overall wall color, as shown with the Pinterest image linked below. Frame it in with molding if you want. For example, within the pale yellow walls, blocks of chocolate could distinguish the dining area. Or be used behind the sofa, with art inside the deeper colored area.

And in a different way, pastel, at https://www.houzz.com/photos/winona-nursery-traditional-nursery-chicago-phvw-vp~502219-Nursery-traditional-kids-chicago used a framing color to mark out the wall panels. If you did it this way, frame the areas with something deep, like chocolate, and fill the panel areas with something lighter.

In all cases, keep the painting on the rooms to average ceiling height and let the pale main color fill the top of the wall and the ceiling area.

Here is a link that might be useful: Color blocked wall on Pinterest