You need the ENBPalette.fx shader by phal installed into MGE XE and then install the PURPLE HAZE Palette into your TEXTURE folder.
All known working MGE XE shaders are available at (read entire thread):
http://forums.bethsoft.com/topic/1586358-mge-xe-shaders-library-and-development-2/#entry25037082

Daemonjax palette by Daemonjax
Dahrk's Brown palette by Melchior Dahrk
Purple Haze and Orange Crush palettes by Psijonica
Palette #1 unknown (if it is by you or you know the author then please PM me)
If you want your Palette removed then PM me.

Information sent to me from ktbu (Kate the Bionic Uterus) from the official forums: 

*MGE XE per pixel light settings must be active otherwise you won't be able to see at night or indoors.
*highly recommend New Starfields by Melchior Dahrk (and all his other mods too). Stars act as a light source and make the nights more playable on clear evenings. Try the bright green sky! http://www.nexusmods.com/morrowind/mods/43246/?

The general rule of thumb is to keep your active shader list to 6 or 7 but try as many as you want in different combinations. Orser is important, certain shaders will have zero effect if place in wrong order. Follow the recommended shader order instructions by Hrnchamd I sent you in previous email. 
Here's my active shader list that you should copy to acheive similar results:

Adaptive HDR 3 (this can also go after SSAO or after bloom but I like it here as was recommended)
SSAO Fast
Sunshafts
Undedrwater Effects
Bloom 
ENBPalette

If you are missing any shaders in my list then go get them here-->
http://forums.bethsoft.com/topic/1462188-mge-xe-shaders-library-and-development/

Some shaders come already in a .fx file and you just drop it into your data files\shaders folder and when you open your mgeXE.gui the new shader will appear in the available shader list on top.

If the shader comes in code then--> Just paste the text into notepad or notepad++ and save as a .fx file. Or go into the shader setup in mgeXE, then click editor on the top right, and paste whatever code into there. You can then save as an fx file right into MGE XE's shader folder and it'll appear in the list of shaders you can use.
 
See PIC by Stavroguin--> https://i.imgur.com/MIzzsa2.jpg 
Stavroguin mgeXE light settings at 100-3-1
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FOR SOME ADVANCE INSTRUCTIONS and a second link for the ENBPalette.fx shader from Daemonjax:

https://forums.nexusmods.com/index.php?/topic/3050884-a-better-enbpalettefx-shader-for-mge-xe/
https://dl.dropboxusercontent.com/u/32777109/Mods/Morrowind/shaders/enbpalette.zip

//#define USE_ENB_PALELETTE_STRENGTH 0.75  // (optional) [0, 1.0] ; decreases strength of the palette shift.  1.0 would be full strength, while 0 would effectively disable this shader.
#define ENB_PALETTE_MINIMUM_CONTRAST  0.10 		//[.05, .15] This intentionally has very little effect when USE_CURVE is enabled
#define RED_WEIGHT					  0.2126	// 1.0/3.0 or 0.299 or 0.2126 are sane values (as long as the sum of the three channels equal 1.0)
#define GREEN_WEIGHT				  0.7152	// 1.0/3.0 or 0.587 or 0.7152 are sane values (as long as the sum of the three channels equal 1.0)
#define BLUE_WEIGHT					  0.0722	// 1.0/3.0 or 0.114 or 0.0722 are sane values (as long as the sum of the three channels equal 1.0)

#define USE_CURVE   							                // default is enabled
	#define	CURVE_DARK_CONTRAST	  	  0.20		// higher values darken the image and reduce contrast
	#define CURVE_LIGHT_POWER		          2	                // [1.2, 5] -- higher values increase the contrast of mid and bright tones (you may need to reduce the strength of your bloom shader)

RECOMMENDED:

for interiors:

    #define    CURVE_DARK_CONTRAST          0.20        
    #define CURVE_LIGHT_POWER         2    

for exteriors:

    #define    CURVE_DARK_CONTRAST          0.10        
    #define CURVE_LIGHT_POWER         1.2    

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And the recommended shader order by Hrnchamd:

A. Worldspace shaders. Stuff that projects onto existing world objects, or air/water effects. (e.g. SSAO, sunshafts, underwater effects)
B. Image quality. Anti-aliasing, sharpening or other effects intended to fix edges. Must go before any blurring effects. (e.g. FXAA, LumaSharpen)
C. Lens effects. Any kind of eye or lens simulation. (e.g. DoF, distortions, aberration)
D. Sensor effects. Any kind of retinal or film simulation. (e.g. bloom, HDR, film grain)
E. Artistic effects. Photographic methods used for creative effect (e.g. saturation, color grading)

 

Projected onto actual shaders:

A10 SSAO Fast
A20 Sunshafts
A30 Underwater Interior Effects
A40 Underwater Effects
B10 FXAA
C10 Depth of Field
D10 Bloom Fine
D20 Eye Adaptation (HDR)
E10 LumaSharpen
E20 desaturate
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Working shader combinations\order suggested by ktbu from the official forums

1)

Aple's gamma shader fix

SSAO HQ

bokehdof

Both underwater effects

Sunshafts

Bloom Soft Sky

Adaptive HDR 3

 

2)

SSAO HQ

Luma Sharpen

under water effects

under water interior effects

sunshafts

bloom soft sky

colour mood shader

adaptive HDR 3 (also sometimes I remove this as it makes the armours too shiny and  the shader combination looks different.
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lighting ini settings from starwarsguy/gal to play with (make a backup first)

[Weather Clear]
Sky Sunrise Color=117,141,164
Sky Day Color=130,150,255
Sky Sunset Color=056,089,129
Sky Night Color=000,000,000
Fog Sunrise Color=255,189,157
Fog Day Color=206,227,255
Fog Sunset Color=255,189,157
Fog Night Color=000,000,000
Ambient Sunrise Color=047,066,096
Ambient Day Color=100,150,190
Ambient Sunset Color=068,075,096
Ambient Night Color=019,024,033
Sun Sunrise Color=242,159,119
Sun Day Color=255,252,238
Sun Sunset Color=255,114,079
Sun Night Color=020,014,020
Sun Disc Sunset Color=255,189,157
Transition Delta=.015
Land Fog Day Depth=.69
Land Fog Night Depth=.69
Clouds Maximum Percent=1.0
Wind Speed=.1
Cloud Speed=0.25
Glare View=1
Cloud Texture=Tx_Sky_Clear.tga
Ambient Loop Sound ID=None

[Weather Cloudy]
Sky Sunrise Color=126,158,173
Sky Day Color=130,150,255
Sky Sunset Color=111,114,159
Sky Night Color=000,000,000
Fog Sunrise Color=255,207,149
Fog Day Color=245,235,224
Fog Sunset Color=255,155,106
Fog Night Color=000,000,000
Ambient Sunrise Color=066,074,087
Ambient Day Color=100,150, 190
Ambient Sunset Color=071,080,092
Ambient Night Color=019,024,033
Sun Sunrise Color=241,177,099
Sun Day Color=255,236,221
Sun Sunset Color=255,089,000
Sun Night Color=020,014,020
Sun Disc Sunset Color=255,202,179
Transition Delta=.015
Land Fog Day Depth=.72
Land Fog Night Depth=.72
Clouds Maximum Percent=1.0
Wind Speed=.2
Cloud Speed=0.4
Glare View=1
Cloud Texture=Tx_Sky_Cloudy.tga
Ambient Loop Sound ID=None
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Thank you phal for the ENBPalette.fx
Thank you Hrnchamd for MGE XE
Thank You Timeslip for MGE
Thank you Bethesda for Morrowind
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Always thank you: 
Nessa, Kate the Bionic Uterus, Ryan Geiss, TheAfterKing, WeyardReturns, Melchior Dahrk, WH-Reaper
and all my picture share friends!

~Psijonica