Colors??? Well henna still doesn't come in colors. Natural safe henna still only stains in the 'maroon spectrum' of colors.
What is it called? Sometimes Zardosi, sometimes Gilding...but I just like to tell people "it's a bit of razzle dazzle to jazz it up while the paste is on" So what's this colored stuff you say??? Go here Henna Page How To Gild
My own gilding recipeis super strength hair 'glue' combined with Elmers glue gel. To that I add either Ben Nye Lumiere powders (shimmery powder) or glitter.