Are you using your regular sewing machine or a long arm?
You can switch color threads as you want to, or you can do all one color then go back to do the next- that’s a choice you can make.
Securing ends different people do it different ways. A popular method is to pull the bobbin thread to the top, leave ends a couple inches long then when done quilting you tie them in a knot, thread them onto a needle and pull the knot into the quilt sandwich. Cut them off at the surface. Another method is at the start and stop take a few very small in place or close to in place (3-4 stitches over each other) then clip them off. ( this method is used often with long arm quilting)