Change default color scheme in twentyfifteen child theme?

Adding ‘default’ should work. Did you try calling the colors and seeing if your filter is working?

If it’s not you could try adding a higher priority to your filter

add_filter( 'twentyfifteen_color_schemes', 'my_custom_color_schemes', 99 );
function my_custom_color_schemes( $schemes ) {
    $schemes['default'] = array(
        'label'  => __( 'my new default color', 'twentyfifteen' ),
        'colors' => array(
            '#f8f7f4',
            '#002244',
            '#f8f7f4',
            '#585552',
            '#ffffff',
            '#f8f7f4',
        ),
    );
    return $schemes;
}