Hello! I just had a long support chat with Shopify, and I am very proud, that the support and I found a solution together. I wanted to share with you what we found out, since you are facing the same problem.
You can select only one color per product. But the support told me, he found out, that many Shopify users have this problem since 2.0 and if its possible, Shopify will be updated to fix this problem completely. After the update you can choose more than one color for your product. But at the moment you can only define one color. I hope this is helpful for you, it worked for me. My Shopify is in german, and i am german, so please excuse me, if my english is not perfect 
I do my best for you 
try this:
- Set up you color swatches by uploading th colors as a .png them into your files. be sure to name your pngs correctly as you need them. you will need the name of the png later to display the color correctly in your filter.
- Set up metafield: create a new single-line text metafield for products. Don’t use the color picker, use text. this is important!
you can add additional rules to define your color names already in metafields. Type in all the color names separately (one line for each color) this will see you time, when you define the colors in your products.
- go to your navigation. in 2.0 you will find a new field named “Filters” underneath the menus.
Add a filter. Now you can add the metafield in your filter. Select the one you just created.
- go to the products where you want to add the color. scroll down. you will find the metafield you just created. find the right color in the dropdown list you just created. save product.
Now open your shop. Your filters should show the color swatches and you should be able to filter by color, as easy as it was by tags.
let me know if this is understandable for you and if this worked for you.
vicky