I'm unable to reproduce this on 5.6 in Performance and Export mode.
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After adding a hot cue on a track, I try to edit the color of the hot cue but it does not show me the color palette, I have to right click several times to finally show that color palette and be able to change the color of the hot cue.
Use rekordbox 5.5 and all other functionalities go without any problem.
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I'm unable to reproduce this on 5.6 in Performance and Export mode.
@Alex > Please try upgrading to 5.6.0 and tell us if the problem persists.