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I use Fusion a lot and do many parts with 2 colors. I think the problem you are having is the format type when you export from fusion to Cura. The way I always send my multi body component to Cura is by "Save as Mesh" and then the format must be 3MF. This format will keep your bodies separate when loaded to Cura. Keep in mind that 3MF also sends the coordinates of the component in fusion(relative to origin 0,0) to Cura. If you export as STL then you only get one body and since there is no coordinates with STL your component is placed in the middle of the print bed.