There is just gray, that is a normal human, White means a human with a pure soul, red means a ghoul or a demon you see it for the first time in episode 1. gray with red lines means a human who killed people it's first seen in episode 5. In episode 12 you see a green soul. This from the statue (the god). Green is probarly wood. In episode 16 you see that a ...
Those would be Jinmaku(陣幕) tents, all though the screens themselves are also known as gunmaku(軍幕) which stands for military curtains.
In feudal Japan, these curtain enclosures where used to set up military encampments. Often housing the General and their strategists. The symbols on the Jinmaku would be clan symbols of the general being housed in the tent.
I don't remember the missing organs bit, but he isn't immortal. I believe both the midwife and the doctor said that Hyakkimaru had a strong desire to live. In other words, he's running on sheer willpower.
The statue that Hyakkimaru's mother prays to is Goddess of Mercy. The Goddess of Mercy statue had a head before Hyakkimaru was born.
"The Goddess of Mercy statue sacrificed its own head at Hyakkimaru's birth so the child would not lose his head in his father's bargain with the demons.",
(Reference - Notes, en.wikipedia.org/wiki/Dororo_(2019_TV_series))
The statue actually is called guanyin goddess. The statue orginal have a head but the goddess protected Hyakkimaru and it cost the statue head blast off. Actually it was just a guess from a youtuber. I'm not sure the explanation is correct but here is a link to the video. The explanation start at 4:07.