You have to select each stat, separately, from the "display these stats" window, and then change the color. You have to do that for each of the displayed stats. I use 2 different blue shades. You could actually make every single stat a different color if you wanted to.
VPIP/PFR/AF/Hands
C-Bet/F2Cbet/3Bet/F23Bet
Steal/FSB2Steal/FBB2Steal
I too miss beinng able to make the group of stats change colors by a determined filter. example - stats are red if VPIP < 40, stats are green if VPIP > 40.