I can’t help you with the corrupted files, but I can tell you that there’s nothing wrong with your camera that’s causing the purple fringing. I pulled down one of your images and looked at the EXIF info–the one I looked at had you at 1/125, f5.6, ISO 4000, with the EF-S 55-250.
So your number one problem is that you were shooting in low light. I can follow your thought process–fast shutter speed of 1/125 in order to freeze motion, ISO 4000 to support that exposure, f5.6 because that’s as wide as your lens goes. And that’s your problem–the EF-S 55-250 is just not anywhere near fast enough to use in a low-light situation. You would need a f2.8 lens at the very least, to get a few extra stops of light.
See, what’s happening is that at ISO 4000, the sensor gets super noisy, and the dynamic range is lowered. If you zoom in on the images, you can see a ton of luma grain (the little black dots). The other effect of this is that super-saturated colors, like the colors coming from the purple light, start clipping and bleeding because the sensor is struggling to capture enough light.
At lower ISOs, the sensor won’t have trouble with those super saturated colors, because it has more dynamic range–but as you squeeze it upwards, you’ll get lower and lower image quality.
This is true for almost any camera except for the Sony A7S, because Sony sacrifices goats and kittens to Satan on a weekly basis to support the black magic that runs their newest sensors.
So: is your camera broken? No. But there are a couple things you need to do if you’re planning to do a lot of low-light shooting, especially at high speeds:
1) Invest in better lenses. The faster the lens, the less you have to crank that ISO up. If you just can’t afford it, consider renting them for these gigs where you know there’s going to be a lot of low-light.
2) Invest in off-camera flashes–pushing more light into the scene means you can afford to use lower ISOs. Using flash is nerve-wracking if you don’t know what you’re doing. Go to Strobist.com, grab some popcorn, and read like the wind. David Hobby explains how to use off-camera flashes better than just about anyone. There are some really inexpensive speedlights out there by Yongnuo; they’re not the greatest quality, but at 80 bucks, who cares? Buy five of them and rotate one in when another one fails.
3) If none of this sounds appealing, and you NEED to shoot a lot of low-light, then consider returning the Canon and looking at the Sony A7S. I hate to tell you to get out of a system you’ve invested in, but you do need the right tools for the right job. I’ve been a loyal Canon user for a long time, but right now Sony is that sexy little redhead waving at me from her convertible, and texting me that I should really come over and check out what she’s wearing…