It depends on what you view as a season. While Pallet Party Panic ended Indigo, Indigo and its subplots were part of Season 2 (or anything after the Blaine two parter, since that should be the 2nd season premiere, since Kids WB often aired out of order). Then, they jumped to the Orange Islands and nothing to do with a new season, as simple continuing.
Of course, Japanese TV doesn't go by seasons, so take what you can get.