A significant fraction of massive stars are moving supersonically through the interstellar medium (ISM), either due to disruption of a binary system or ejection from their parent star cluster. The interaction of their wind with the ISM produces a bow shock. In late evolutionary stages these stars may undergo rapid transitions from red to blue and vice versa on the Hertzsprung-Russell diagram, with accompanying rapid changes to their stellar winds and bow shocks. Recent 3D simulations of the bow shock produced by the nearby runaway red supergiant (RSG) Betelgeuse, under the assumption of a constant wind, indicate that the bow shock is very young (<30000 years old), hence Betelgeuse may have only recently become a RSG. To test this possibility, we have calculated stellar evolution models for single stars which match the observed properties of Betelgeuse in the RSG phase. The resulting evolving stellar wind is incorporated into 2D hydrodynamic simulations in which we model a runaway blue supergiant (BSG) as it undergoes the transition to a RSG near the end of its life. We find that the collapsing BSG wind bubble induces a bow shock-shaped inner shell around the RSG wind that resembles Betelgeuses bow shock, and has a similar mass. Surrounding this is the larger-scale retreating bow shock generated by the now defunct BSG winds interaction with the ISM. We suggest that this outer shell could explain the bar feature located (at least in projection) just in front of Betelgeuses bow shock.