Crayfish are for the most part scavengers. BUT if giving the chance and something is small enough they can and will grab it. A small sleeping fish would not be a good idea. I've kept them before and I think they are great for cleaning the bottom. They will also dine on the algea. Or tasty treats for carnivores. Keep in mind though. These things will go from tiny to big. I used to have a tank set up with native fish. I caught some very small (under 1") crayfish from one of our streams. They got very big before the tank was broken down a few years later. They were fun to enjoy watching also. They are mostly nocturnal but on many occasions I watched them venture out when the lights were on.
If possible and you don't mind doing so. Keep it buy itself in a species tank. If you just have to put something in there with it... Make sure it's big enough for the crayfish not to grab. However in a tank that size a big fish wouldn't be an option. Also make sure the top of the tank is covered. They will escape if given the chance.
As for the color change. I'm not sure what's up with that. The only ones I've ever kept were natives. From streams and pond. The only difference I could notice there was claw size and shape. The stream crayfish had big fat claws and the pond crayfish had thin long claws. Thier colors were generally brown, slighty reddish, or light gray, and they all had red tips on thier claws. They did have a blue-ish tinge sometimes when the lights were on.
I'm not sure if the colored ones are dyed, or if they are found naturally like that. So I can't help you there.
As for feeding they will generally eat anything. Mine were fed flakes, krill, and tetramin tablets. If it's tasty though, and they can get thier claws on it they will eat it. I remember as a kid catching them in minnow traps that had bread in them as bait.
Hope this helped.
Also make sure you provide a place for it to make it's home. And once it gets full size becareful about sticking fingers near that home. They are teritorial to anything that gets close to thier hiding spot. A stack of rock that has an opening in the front would work. Make sure it's something that gives them protection from 3 sides and above. They seemed to like that. Like a cave of some sort would be a good idea. Or maybe some type of tube. Just make sure they are able to get traction while inside it.