Does an electrolytic capacitor increase capacitance when it gets warm? This would be the only way to explain why the lights stayed on for much longer when I cut the power, and faded to red before turning off. I have a 1000uF capacitor in the arduino enclosure, on the 5V power line going to the strips, and then another 220uF capacitor inside the led strip enclosure, at the start of each strip.
I am not sure what is making certain pixels remain on, the data line has a resistor on the DIN line, as recommended on the neopixel website. Once it cools down they seem to work fine again.