"Hue shifting" is the idea of changing color slightly from highlights to shadows. Notice what I did here:
The lighter areas are slightly orange, and the darker areas are slightly blue.
One other thing I'd strongly recommend is getting away from the RGB color selector. I'm not sure what program you're using, but you should try to pick your colors using HSV sliders instead. In general, you should avoid any color selector that encourages you to set a red, blue, and green component and instead use one that has you choose your hue from a rainbow and then adjust your lightness and saturation. Here's an example of one:
http://gcolor2.sourceforge.net/gcolor2-collapsed.jpg
The reason for this is that it helps you to avoid unnatural color selections. Very few things are perfectly red, green, or blue, or even mixes of any two or three of those colors. You'll end up with more natural looking colors if you use a color picker that doesn't make you think about red, green, and blue.
Not sure I recall specifically. Probably about 18mo since my last foray... I want to say I couldn't do any sort of window hotkey configuration, maybe?
That is, I am like 6000% more productive because I have Ctrl-Alt-1
tied to my browser, Ctrl-Alt-~
tied to my terminal, Ctrl-Alt-2
tied to my IDE, Ctrl-Alt-3
tied to my database GUI, Ctrl-Alt-0
tied to slack, and other stuff. So when I hit that combo it brings that app to the front. I feel like I couldn't do that in Wayland.
Also, I usually use a rotated monitor and I am almost positive that was not working. There was simply no config for it.
I have a vague recollection of something else, too... Like an emotional memory of Wayland just cheerfully not doing something.... It's an odd feeling, but I feel like there was some app I used that displayed, but was completely not-responsive to mouse clicks when I was in Wayland. Maybe something like gcolor2, which would make sense. If that was it, it would've been a very minor complaint.
As for the window borders: you didn't mention what window decorator you are using, it depends on that. The easiest way might be to head over to gnome-look.org, find a decoration that you like and tweak it if necessary. I think all of them has a nice text config file in them.
The menus depend on you GTK theme and engine. Some engines don't let you change these colors, some do. I think the most advanced engine in this regard is murrine (I might be wrong). Customizing a theme is done via editing the gtkrc. You might have some luck with gcolor2, but it's likely that it's more limited than editing by hand. A long-ish tutorial for editing them is here.