Hello!
You can add as many Color blocks as you would like to the Palette block. It does get a bit tricky, though:
1. Select the Color Palette block is selected in the editor.
* This is not the single Color block. You need the parent block to be selected.
* If you are having issues selecting the Color Palette block, you can select the single Color block, then in the toolbar, click on the left-most button that says “Select Color Palette” when you hover over it.
2. Now the entire Color Palette block should be outlined. In the bottom-right corner of the block, there will be a button with a plus (+) sign. Click that button.
3. A new Color block will appear!
Apologies for the weirdness. The new block editor’s does not exactly make it easy to add new blocks to a parent block. I’m hoping the editor / core team will address that soon!