This is more likely a camera setting than a hardware failure. Based on the effect described, your D5000 may have an in-camera Retouch Menu effect or artistic filter enabled, such as posterization, color outline, or a similar special effect that remaps colors in parts of the image.

Since the problem remained after changing the sensor, memory card, and firmware, that strongly suggests the camera is processing the image this way rather than the sensor corrupting it.

Check the D5000’s Retouch Menu and any image effects/picture settings, then reset those options to normal. If needed, perform a full camera settings reset and test again with a standard JPEG setting. If the files then look normal, the issue was an enabled effect rather than a failed component.