Yes, color dialogue doesn't work properly in Linux / Wine ( last dev version staging 4.10 64bit) and verification test on Wine stable version 3.0.1 and 4.0.1 64bit (PlayOnLinux) with the same result.
The strange thing is that the color dialog works normal in all simple default indicator Moving Average, Ichimoku kinko hyo,etc., which don't have the classic tabs "Input Parameters" and "Colors" - In these, it does not work, but the change color using the keyboard arrow works, but you don't see thecolor you are changing.. It is the only problem with Metatrader 5 that I have encountered in Wine for a year when using it on Linux, surprisingly Strategy tester MT5 is much faster in Linux/Wine than in Windows 10. The Color dialogue also works normally when change the chart colors. The problem occurs in Indicators/Experts/Scriptes on the tabs "Inputs parameters", "Color" and in the Strategy tester.
If the annoying problem with the color dialog was fixed, the MT5 functionality on Linux would be perfect. Everything else works normally, including "Market".
Update fall 2020
There's a font needed that is not installed with the winetricks core font pack.
It's called marlett.ttf
maybe it's installed automatically on wine with Ubuntu, but not with fedora.
It's the letter "x" used to close windows.
The market works as it should.
Colors for all built in indicators can be changed.
But the color palette under the tab color on some custom indicators, does not work.
I'm using Fedora 32, Wine 5.16 (64bit)