I finally figured it out. There are 5 WB presets you can use (d-0, d-1, d-2, d-3, d-4), but what you need to understand is that when you set a custom WB, the settings are stored in d-0 by default. To transfer those WB settings to, say, d-2, you have to go into the camera menu to transfer. This took me about an hour to figure out. I scrolled to d-1, set the custom WB, and took a shot, only to see the same awkward yellow tinged colours. Finally, figured it out.
WB on auto - clearly, the whites look urinated on.
Second try, WB still on auto, but blue is still not blue enough.
At last, figured out custom WB, whites finally look white.DF