TIL of War Plan Red, a US contingency plan made in the 1930s where America would invade Canada in the event of war with the UK. How tense were relations between the US and the UK during the period that this was written?

Happy to chime in here for yourself and /u/tim_mcdaniel. The U.S. Army's history division has a pretty good brief precis of how the "color" war plans of the interwar and WWI years were replaced by the RAINBOW plans as America prepared for entry into WWII. The "color" concept dates to 1904 and it assigned different potential opponents different colors. Thus, letters and other documents could refer to War Plan Gold (against France) without causing a massive PR problem should those plans be revealed. And PR was indeed a factor, as history shows. On Dec. 4, 1941, the Chicago Tribune published a massive scoop on the Rainbow Five war plan, which showed how the United States planned to wage war against the Axis. Coming before Pearl Harbor, it was seen as evidence by the anti-Roosevelt Tribune that the president was planning to intervene in the war despite strong isolationist sentiment. Just as the scandal got going, however, Japan attacked in the Pacific, and the leak was made moot.

The color-coded plans' inception dates to before the 1930s, as your question states, and I feel that I can state with some confidence that U.S.-UK relations were improving during this entire period. Even before World War I, Great Britain took a strongly pro-U.S. stance when it took the American position in the Alaska boundary dispute, something that did not go unnoticed. During WWI, the U.S. was subjected to extensive pro-British propaganda, which helped swing Americans from neutrality to intervention.

Even as the United States entered the war, the color-coded war plans remained on the books as a contingency. They covered a wide swath of nations and scenarios and were not specifically drafted in response to particular tensions against any particular country. In fact, when tensions did rise as WWII began, the United States cast aside the color-coded plans in favor of the RAINBOW approach.