This has happened to me. Your subs for Ha were likely all registered to an Ha, and your subs for OIII were all registered to an OIII image (like the tutorial says).
You have to then register your resulting Ha to the OIII to get them to align. Or, as pfile points out, simply use the same Ha file for the reference file for all your subs (Ha and OIII).
Just open Star Alignment again, pick your colsolidated Ha stack as your reference, and drag it onto your consolidated OIII file. Then Color Combine the resulting *_r images and you're in like Flynn.