I grow 'Blondy' that looks similar. It starts out
light green - yellow - purplish and then red. I'll try to post a picture

No, I say no to Purple Cayenne. Not sure exactly what they are but there are quite a few peppers that go from purple to red. They kind of look like a Thai variety of pepper as it looks like they grow in bunches and grow upright. Most thai varieties are relatively hot.

Purple Haze? My fiancee tried them and spit it back out. He loves really hot peppers but couldn't handle this. 75,000 on the Scoville scale for Purple Haze.

I believe you ment 75,000 on the purple haze pepper not 750,000.

http://www.edenproject.com/shop/Purple-Haze-14365.aspx

You're right! I changed it - Thank you.

Perhaps Aji Omnicolor?

Here's a picture of some Blondy's I grow -