I don’t know any way to do this with the normal page numbering feature. There are a couple of options. First, you could use paragraph numbering, then convert the numbering to “real” numbers, and then run the find/change. (But after you convert the numbers, it will no longer update automatically.)
https://creativepro.com/use-numbered-lists-instead-of-auto-page-numbering.php
and
https://creativepro.com/convert-numbering-to-text-in-indesign.php

Or, someone could write a script to do it.

Here are some attempts:
https://stackoverflow.com/questions/17228040/convert-auto-page-numbers-special-character-to-actual-value-in-indesign-document
https://forums.adobe.com/thread/484505
https://forums.adobe.com/thread/451546

I don’t know if Mindspell does a better job, but: https://www.mindsteam.com/products/mindspell/index.html

Where are you changing the color? In the paragraph styles dialog box?

If you are using RGB colors, you might need to use Edit > Transparency Blend Space > RGB

See:
https://creativepro.com/my-grayscale-images-and-colors-changed-suddenly.php

When you base one paragraph style on another, InDesign looks at what is different between the two styles. You are correct that if you change any one thing about grep styles, then ALL the grep styles are considered “different.”

The solution is to make the grep styles the same again. That re-establishes the link.

This is hard thing to do after the document is already created. It’s much easier to do at data merge time! Just make a 2 page document (front and back), then data merge. For each record you’ll get 2 pages. If you can go back to that point, I’d recommend that.

If you can’t go back, then this thread might help (but it’s pretty technical)
https://forums.adobe.com/thread/286654

Here’s another possibility: Sometimes rectangles just look like rectangles, but they actually have more points on them. Try selecting the rectangle with the Direct Selection tool (white arrow), which will show all the points on it. If there are extra points (beyond the four corners), then ID may not be able to give you the rounded corners you want.

The text doesn’t print to PDF? Or the white doesn’t print?

Editing the Paper color swatch will not print any different — Paper color is only for on-screen “preview”