Does wavelength play a role in cosmological redshift? Do we see certain wavelengths affected less by expansion or notice any delay in arrival of certain wavelengths?
How accurate are any observations?
Standard cosmological models predicts that the cosmological redshift and the speed of light are wavelength-independent. This result is confirmed observationally e.g. by Ferreras & Trujillo (2016), who used $\sim500\,000$ SDSS galaxy spectra down to a precision of $\Delta z \sim 10^{-6}$ and $\Delta z \sim 10^{-5}$ for galaxies at $z<0.1$ and $z>0.1$, respectively.