I wonder why you ever see anything. Where are you setting the color?  I must be missing something since you say you see something without depth testing. This is nehe-2? nehe-2 sets colors:

int DrawGLScene(GLvoid)                                    // Here's Where We Do All The Drawing
{
    glClear(GL_COLOR_BUFFER_BIT | GL_DEPTH_BUFFER_BIT);    // Clear Screen And Depth Buffer
    glLoadIdentity();                                    // Reset The Current Modelview Matrix
    glTranslatef(-1.5f,0.0f,-6.0f);                        // Move Left 1.5 Units And Into The Screen 6.0
    glBegin(GL_TRIANGLES);                                // Drawing Using Triangles
        glColor3f(1.0f ,0.0f,0.0f);                        // Set The Color To Red
        glVertex3f( 0.0f, 1.0f, 0.0f);                    // Top
        glColor3f(0.0f,1.0f,0.0f);                        // Set The Color To Green
        glVertex3f(- 1.0f,-1.0f, 0.0f);                    // Bottom Left
        glColor3f(0.0f,0.0f,1.0f);                        // Set The Color To Blue
        glVertex3f( 1.0f,-1.0f, 0.0f);                    // Bottom Right
    glEnd();                                            // Finished Drawing The Triangle
    glTranslatef(3.0f,0.0f,0.0f);                        // Move Right 3 Units
    glColor3f(0.5f,0.5f,1.0f);                            // Set The Color To Blue One Time Only
    glBegin(GL_QUADS);                                    // Draw A Quad
        glVertex3f(-1.0f, 1.0f, 0.0f);                    // Top Left
        glVertex3f( 1.0f, 1.0f, 0.0f);                    // Top Right
        glVertex3f( 1.0f,-1.0f, 0.0f);                    // Bottom Right
        glVertex3f(-1.0f,-1.0f, 0.0f);                    // Bottom Left
    glEnd();                                            // Done Drawing The Quad
    return TRUE;                                        // Keep Going
}

Confused.

kt

ps. I suggest you make each example standalone and not try to inherit code for lesson 2 from lesson 1 if this is going to be stuff in a public library. Of course if you just want to mix in CLOS training I understand, but it may compromise the value of the contrib to cl-opengl. kt