Did you definitely embed it on saving the file?
Yes, definitely. If you think it might help, I'd be happy to email you the saved image so you can see what it looks like at your end?
If you use Edit > Assign Profile in Photoshop and assign the image the sRGB profile (without saving that naturally!) does it look like in the other applications?
It looks OK in the other applications. I think you may be right; it may well be the other applications that are suspect.