1. "de" = of. We don't ask "what colour..." we ask "of what colour..." It's just something we do.
2. no, "debout" is an adverb and they never change (even if feminine or plural). only adjectives and articles are coordinated with the noun.
3. grand-mère. I don't know. I think it got lost over time. Don't think of it as an adjective and a noun, think of it as signle noun made of 2 parts. (therefore the rules regarding coordination noun-adjectives don't apply).