Is it possible to select several actions and assign the same color to them?
Yes - why don't you try it? Once you've selected the actions just right click and choose the colour.
Hahaha, I did:
Selecting the color from the gear menu only changes the action whose gear menu you accessed – at least on macOS 10.14.6 Mojave.
To change the color of multiple selected actions at once it's necessary to use either the Actions > Set Color menu or the Contextual menu instead of the Gear menu.
@peternlewis – is this by design? (Knowing you I'd think so, but let's find out for sure.)
Unless you've swapped your mouse buttons over, that's a left click...
Selecting an option from the gear menu affects only the specific action.
Selecting an option from the contextual menu (right-click/control-click) affects all the selected actions.
I ran out of emojis, but you get the idea.
Colour.kmmacros (40 KB)