I made a discovery the other day, shooting in raw and large jpg, set the 6D on monochrome and shot a few scenes, forgot to revert to faithful for quite some time. However, the raw scenes shot in monochrome get their colour back in DPP by choosing faithful ( or one of the others I guess) but the jpgs stay in monochrome!
Yep. RAW is RAW. Another good reason to always shoot RAW or RAW + JPG.
DPP just applied settings to your RAW file from the camera just as if you had applied the settings in DPP. Any changes made to a RAW can always be reversed. (The RAW is actually never altered. There are just a set of instructions attached to it that record what was changed.)