Coloring noteheads in Finale is very limited (1 color per pitch, or layer colors).

Take a look at this font, which offers more flexibility : WessColorNoteheads (thank you, Wess) https://u.pcloud.link/publink/show?code=XZRSzLVZfwP8hoKNBa80gYbmL25p08q4mEk0#returl=https%3A//u.pcloud.link/publink/show%3Fcode%3DXZRSzLVZfwP8hoKNBa80gYbmL25p08q4mEk0&page=login

Click on this link to this previous post in another Finale user forum. You will need to download and install the font indicated. Scroll down in the post to the entry by "wessmusic"... follow the instructions, etc.

https://www.finaleforum.com/viewtopic.php?t=15361 

You will need to do each note head individually - but it does work. The built in Finale options are mostly global, and don't allow the same pitch to have different colors...

Thank you Doug for adding this link, because the thread makes important remarks (to read to the end).

Thanks to everyone for chiming in. I can get this far, see attached, but then when I click ok, everything turns to question marks. I had a note that I wanted to change selected but they all changed. And of course I want to be able to choose a color, not question marks! I don't know how to find the colors. Sorry and thanks!

Did you see this remark : 

"However, the font must be installed as a music font — i.e. its name should be added to the configuration file MacSymbolFonts.txt as Wess-ColorNoteHeads"

(Mac : Finder, menu Go ► Computer ► Your disk ► Library ► Application Support ► MakeMusic ► Finale 27 ► Configuration Files : open "MacSymbolFonts.txt")

In the case of non-SMuFL fonts, a Fan file is needed : click here

Same path .... Finale 27 ► Font Annotation (place it in that folder)

Relaunch Finale.

To change the noteheads, use the Special Tools -> Notehead tool