Unbeknownst to the circumstances, the spells of the 5th edition D & D only do what they say they do, and no more. the Cloud of fog The spell says that it creates a 20-spoke sphere of fog, and that's all you can guarantee it will do. If you want me to do more than that, you will need a different spell.
A permissive DM could allow you to combine Cloud of fog, Light, and (optionally) Magician's hand to create the appropriate effect
If your DM is permissive, place a colored light source inside the Cloud of fog He should spread the light through the fog, creating the cloud of colored fog of his choice. Since of those three spells, only Cloud of fog requires concentration, it is possible that the same spellcaster maintains all three effects simultaneously, and both Light Y Magician's hand they are cantrips, which means that you are not spending additional resources (apart from your Action Economy) to produce this effect.
Just throw Light (for the color of your choice) on a rock, then use Magician's hand to lift the rock in the fog cloud (or simply place the rock inside the cloud of fog if your character is physically able to do it). The range in Light it extends at least 20 feet, and while it would not disable the Very obscured Effect, it is plausible that a character can generate a cloud of colored fog using this method.
Keep in mind that the reason you will need a permissive DM is that, RAW, the fog will hide the light. Therefore, it requires that your DM allow real-world physics to take precedence over the behavior of visibility mechanics 5e.