I'm not familiar with heme/hemin but the same irremovable dark red color is observed when a buffer contains DTT. Could there be a reductant in your solution? In the case of DTT, the dark red/brown color is prevented by washing the column with normal elution buffer first to knock off any free nickel. This may not have anything to do with your situation but removing free nickel with an elution buffer prior to equilibration with binding buffer is an easy thing to try........Good Luck!
Thank you very much Missle for this information. It should be something going on with nickel. But neither wash or elution buffer contained reducing agents like BME, DTT. The only possible reducing agent could be Fe2+ impurity from hemin.
In addition, I found that the dark red stuff started to come off using 4 M imidazole (pH 8.0). I thought it could be the heme protein, but it mostly went through Centricon with 5KDa cutoff. It is puzzling.