I tried going for a new Shaman Color but everytime I went to my Shaman Settings my color didn't changed, then as I tried a different color, the color did change, but into the color it didn't allow me to change into. So glitch maybe?

Did you die after changing the colour? When you change it and click on the feather again it will still show the previous colour. You need to die/change rooms for it to take effect.