Hi Henri -
Thanks for posting! You are correct in your understanding that these methods should run.
Normally red dots indicate code that is covered by failing tests - have you customised your configuration? (not that this is a bad thing - I just want to confirm that it is actually code not covered by tests).
Something to check is whether these methods are marked as public. Normally NUnit requires this, though not all other test runners do.
Beyond the above I think the best plan of attack for an issue like this is to deductively identify what is causing the test to behave strangely. Try creating a simple test fixture with one test, a SetUpAttribute and a TearDownAttribute. Does the code marked with these attributes run as expected? If so, start slowly moving elements of your strangely behaving test into the new test that is working until you've narrowed down which change causes the test to malfunction.
As far as I'm aware, changing the current culture on the thread shouldn't cause issues with the test environment. If it does, then I definitely have something to fix :)
Cheers,
Remco