These socks are meant to play with 3 of the same shades of yarn emulating how the light would hit the zigzag and crate depth. Use 1, 2 or many different yarns for the background, just make sure there is a good contrast with your zigzag. Work in tonal yarns for a watercolor look or in solid yarns for a bold look.
I like working the afterthought heel for colorwork socks, both for me being unable to gauge which yarn I will have enough to work the heel in and also finish the sock and because once the sock is complete I can try it on and knit a couple rounds after picking up the stitches on the heel before decreasing to add more room.