I'm feeling nice today so I'll share my "secret" of setting up coloured buttons:
Add a ReplayTV device and activity to your account. First, add the device (obviously). It's a type of PVR device, you should be OK using whatever default device Harmony suggests in the process. Unless one of your devices is using similar IR commands, there should be no interference with your pre-existing set up. You won't be sending commands to the phantom ReplayTV device anyways and just to make sure the Harmony doesn't on its own, after you've set up the device tell the Harmony that the device is "Always On" or that you manually control power for this device.
Now to see the coloured buttons, you need to set up a ReplayTV activity. Go through like you normally would setting up an activity, choose whatever inputs need to be selected (obviously you're basing this on the "Bluray" activity or whichever one you want the coloured buttons for).
Once the activity is set up, you need to add another device to that activity. Add your bluray player to the activity. You'll more than likely need to manually configure the button mappings for this activity.
The coloured buttons should show up as "additional buttons". I've not done this for a while so you'll need to do trail and error yourself. You may or may not be able to re-assign the coloured buttons from the ReplayTV device. If you cannot re-assign them to the bluray player, take note of which commands the Harmony software has assigned from the ReplayTV device to the coloured buttons, go to the Devices tab, choose the ReplayTV device, and then learn the coloured commands for your bluray player over whatever default commands the ReplayTV device has. Now when you press the coloured buttons of the ReplayTV device, you'll be sending IR commands for the bluray player.
It's quite a hack, but at least it works! You can do this for any activity requiring coloured buttons ... the key is to have a "ReplayTV" device and activity.