Sorry for the delay in responding. The Millennium unit has very good Primary and Secondaries in the unit. You can utilize the DUI to set the parameters in SD and the color correction can be done from inside the Millennium in HD which will follow the SD settings. So the answer to your question "Does the Millennium have its own primary & secondary color correction that is controllable from the DUI?" Is yes. What you would do is to take the HD signal directly out of the Millennium into a Deck or Compositing work station. This works the same in Data Mode. This method is just a little way around the $350K + for the daVinci 2K. There is however one catch. You would not be able to utilize any of the Power windows or custom curve options in HD or Data. These functions would only work on SD projects.
Let me know if I can answer any other questions.