Hi Christos-
Thanks for reaching out! I’m sorry to hear about the trouble using the color palette.
I checked out your site, and right now you’re using a theme called Canape, developed by Automattic, which hasn’t had an update in over 2 years, so it’s possible that this theme might not be using the most current Customizer controls available, and the theme may even be abandoned.
That being said, I did try using the Post and Page Builder’s Global Options > Color Palette, and that did work as expected for me. Keep in mind that this will only have control over the content inside your pages, not the theme overall: