Thanks for bringing this up!
No. 1. is already implemented but we still have to coordinate custom colors between web and mobile, so it won't be released with the next big update. It will be added later though.
No. 3. - we are working on integrating "standalone notes" and PDF annotations and markup. We are working on a notes panel that shows both together. First, we will show this in the Paperpile main app and then bring it, or parts of it, to the PDF viewer.
No. 2 (as part of point 3) there will be ways to filter notes by type. We actually discussed adding a filter for colors. That would only make sense if users actively use color codes to organize their notes. We don't have really data for that yet, but if it's still a use case once the new PDF annotator is our default viewer released to all, we will consider it.
No. 4 is already implemented and will be part of the new beta version to be released in about 2 weeks.