If I understand your questions correctly you wanted a color filter that filters products with multiple selection capability. If the default theme filter cant handle it, I would recommend using an app like https://apps.shopify.com/ultimate-search-and-filter-1. You can easily add a Color filter using tags by selecting Tag from the filter type in the Edit Filter form then enable the Multi-selection mode. You can also use product options as colors and the app will show the correct variant image when user selects a color.