I believe that brass is from a government contract overrun lot of 40 S&W ammo. Not sure why it was dyed purple but it's pretty distinctive. It was available about 1 or 2 years ago and I still see it pop up every now and then. Should reload just like any other brass.

1000 Rounds - 40 Cal SW 180 Grain FMJ Winchester Training Ammo - Purple Brass - Z Q4409 | SGAmmo.com