Hi @Fernando Rocha,
Unfortunately, this is a new design of Edge Workspace that workspace favorites will be stored in a separate folder, so it was expected you found them in a vertical dropdown menu.
However, currently there's no settings to control this behavior. If you prefer the traditional design of workspace favorites displayed in the horizontal favorites bar, please send feedback to the Edge Dev Team. You can leave feedback by clicking the Like or Dislike button at the bottom of the Edge Workspace menu. These buttons are next to the question "Are you satisfied with Workspaces?".
It is a good idea to set the workspace toolbar color according to workspace color, but currently it is not supported. The toolbar color follows the Theme settings in edge://settings/appearance. You can also request that design by sending feedback. Hopefully we can have it in the future releases.
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Best Regards,
Shijie Li