No, they don't have to molt before getting their coloring. As the feathers grow in, they should be the GLW coloring, although some of mine have changed slightly as they mature. I had one hen who was mostly black until she was about 3 1/2 months old, then she developed a little more gold and now is quite striking. Could your 2 be late bloomers? Are they as big as the others, and developing normally?
The top is the one that is changing and the other photo is what the other 2 look like