How can I find the data in constructor class

Have a look at this code:

I just simulated the classes I guess you have created (and a BusColor enum)

enum BusColor {  Red, Yellow, Green, Orange }
class CANInfo
{
    public int MessageId { get; set; }
    public BusColor Color { get; set; }
}

List<CANInfo> listCANInfosAllTogether = new List<CANInfo>
          {
              new CANInfo { MessageId = 1, Color = BusColor.Green },
              new CANInfo { MessageId = 2, Color = BusColor.Green },
              new CANInfo { MessageId = 3, Color = BusColor.Green },
              new CANInfo { MessageId = 1, Color = BusColor.Orange },
              new CANInfo { MessageId = 2, Color = BusColor.Orange },
              new CANInfo { MessageId = 3, Color = BusColor.Orange },
              new CANInfo { MessageId = 1, Color = BusColor.Red },
              new CANInfo { MessageId = 2, Color = BusColor.Red },
              new CANInfo { MessageId = 3, Color = BusColor.Red }
         };

          List<CANInfo> listOnlyRed = listCANInfosAllTogether.Where(info => info.Color == BusColor.Red).ToList();

Is this what you need?

There are a number of ways you could take a List<CANBusColorMsgIdMap> and go through it, and construct, for each unique MsgId in it, a List<Color>.

But, I think that's the wrong strategy: I suggest you create the data structures to hold msgId and a List<Color> once in a static Class, and then, in the constructor of your CANBusColorMsgIdMap Class, "do the right thing" to update those data structures.

The outcome will be much simpler: you'll just take the existing data stored in the "tracking" Class, and write that information out to your log file.

Here's a very rough sketch based on your last posted Class definition: The static class contains a Dictionary<string,List<Color>>, and one method to update that Dictionary:

public static class CanBusColorTracker
{
    public static Dictionary<string, List<Color>> dctMsgIDColors = new Dictionary<string, List<Color>>();

    public static void Track(Color buscolor, string msgId)
    {
        // must avoid duplicate Keys
        if (! dctMsgIDColors.Keys.Contains(msgId))
        {
            dctMsgIDColors.Add(msgId, new List<Color>());
        }

        // we don't really have to avoid putting duplicate
        // Colors, but, why not.
        if (! dctMsgIDColors[msgId].Contains(buscolor))
        {
            dctMsgIDColors[msgId].Add(buscolor);
        }
    }
}

public class CANBusColorMsgIdMap
{
    public string msgId;
    public Color BusColor { get; set; }

    public string MsgId
    {
        get
        {
            if (!String.IsNullOrEmpty(msgId))
                return msgId.ToUpper();
            else
                return string.Empty;
        }

        set { msgId = value; }
    }

    public CANBusColorMsgIdMap(Color buscolor, string msgId)
    {
        // Track the new instance of the Class and its Color
        CanBusColorTracker.Track(buscolor, msgId);

        this.BusColor = buscolor;
        this.msgId = msgId;
    }
}

Assuming you get a valid reference to the Dictionary in the static Class in the right place, you can easily enumerate it with code like this:

foreach (var kvp in CanBusColorTracker.dctMsgIDColors)
{
    Console.Write(kvp.Key + " ");
    foreach (var clr in kvp.Value)
    {
        Console.Write(clr + " ");
    }
    Console.WriteLine();
}

That code would generate output like this in VS' Output window:

CFOO400 Color [Red] Color [Yellow] Color [Green]
18FFEEC Color [Yellow]
6CEEFEE Color [Red]
C00000B Color [Green] Color [Yellow]

Note that you can use a dynamic Class, rather than a static one; just make sure you create one instance of it, and do the right thing so your constructor of your Class can access it.