Tam, Mindful First-Year gives creatures I control hexproof from each of its colours.
Leyline of the Guildpact gives all my non-land permanents all colours.

And yet with both of them in play and a large board ready to run my opponent over two of my large creatures were targeted and killed by 'Battle Menu' even though their card on their battlefield LITERALLY said 'Hexproof from White'.

This has to be a bug. There is no way this is working as intended.