While I tend to not think of color for the songs I do however have the same thing as Mea, but not just light or weight.
Eternal Shrine Maiden: Darkness, loneliness, fear, sadness. It's a song that really feels different compared to the other Touhou songs. IIRC I decided to look up any kind of comments from Zun about this and was surprised to see him say that it has a hint of darkness to it, while I do agree I feel it has a lot more darkness about it, but it "feels" like its in the background, watching you.
Ultimate True: I know it is a final stage theme, but it FEELS like a final stage theme. A sense of urgency, if whats at the end isn't stopped it could cause serious problems, but also quite beautiful, reminds me of a flower that I don't even know the name of.
Skies beyond the clouds: As the name says it feels like a air theme, but personally I think of final fantasy air ships when I hear this, a ship flying through the sky at high speeds is what I hear.
Mnt. Onigashima in the fairy land ~ Missing power: Starting out I feel a bit of pressure, but as more instruments get added I feel more and more pressure to the point where it feels like its gonna try and choke me, then once the slow parts end and the temo really begins I feel like all that pressure wants to explode and pull me in. (which just might be what I also felt while fighting Suika but the song really shows what she is about.
Night falls ~ Evening star: Just absolute Enigma, like a hidden layer of feelings as it temps you with the sweet trumpet, crawling closer and closer to you ready to snatch you up and take you away only for it to continue over and over in a cycle.
Green-eyed Jealousy: T-T... just sad really. Knowing the character and hearing this song I feel like her own power is slowly destroying her own life, Envy< distrust< loneliness< and back to envy. A sad cycle of having a power that will always keep you alone, it's beautiful... but it makes me want to give up and cry...
Dark side of Fate: Hina in fandom likes to spin, but when trying to play this on a piano however gives the same feeling, it feels like a whirlwind of emotion and a hint of darkness? It could be it represents "curse" for her.
Sorry if this sounds weird, I'm typing these as I listen to them again to best tell what I get from them. Despite what most people outside the Touhou fandom might say that these songs don't have words, but no I say! These songs tell a story of the characters themselves and their personalities. Plus it helps that Zun makes the music first before making the games and characters for the music, not the music for the characters like what most end up doing.
Sorry again I'm done talking everyone ear off, forgive me!