Suzy - here's the info on treated diamonds.
You start with (typically) a brown diamond and then either irradiate or treat using HPHT - so imagine putting a diamond in an oven with other ingredients that penetrate into the diamond to give it a different colour. Nowadays both treatments are stable and won't fade, scratch off etc. Years ago, the treatments were less refined and weren't stable.
Coated diamonds are also swamping the market now. They look exactly like irradiated/HPTP and it's difficult to tell (don't buy anything off Ebay!). The coating is actually quite refined in that it coats the pavillion only but the colour shows through all of the diamond. You can't actually see the coating BUT if you buy one from a reputable dealer it comes with a list of instructions like don't get near water, don't scratch, don't put in an ultrasonic, don't do this, don't do that etc! Basically don't go near them! They're not made to last at the moment!
Back to Gems and their treated diamonds. I believe all of their coloured diamonds at the moment are irradiated/HPHT - not coated. If they sell natural coloured diamonds the price, as Sacha and Anne have said, is higher and they'll be set in 18k gold (normally). In the past they've sold natural yellows and pinks. They'll never sell natural blues or greens because even tiny tiny tiny ones cost the earth!!!
Treated diamonds tend to have an intensity that you don't often find in natural coloured diamonds so it's pretty easy to tell the difference once you've seen enough. The blue diamonds (like the ones you're considering) CAN be too dark. Make sure you get one with nice medium coloured blue diamonds. They don't really have "fire" like a traditional white diamond but they do flash colours.
In terms of clarity - GemsTV coloured diamonds do seem to have a fairly good quality in terms of clarity. You can buy some dreadful ones elsewhere but on the whole the ones from Gems are generally good.
Whoops forgot to add - brown diamonds are normally natural although can be irradiated. Black diamonds are usually irradiated too.