I want to talk about something from the Japanese version of Four Swords +, but first I need to talk a bit about the Japanese language in general:
Japanese has three writing systems - hiragana, katakana, and kanji. Hiragana and katakana (referred to collectively as “kana”) are both syllable systems where each symbol represents a sound. Hiragana is the more common of the two, with katakana mostly being used for things like loanwords from other languages, or for onomatopoeia.
Kanji, on the other hand, might have various different pronunciations depending on context. When there’s potential for confusion about what reading is to be used - for example, if it’s an obscure kanji, or an obscure reading of a more common kanji, or if it’s a book aimed at young readers or non-fluent speakers - small kana may be added alongside the kanji to give the pronunciation. These small kana are called “furigana.”
As for how this relates to Four Swords? Well, in Four Swords +, the Links’ names are given the kanji for their corresponding colors, but instead of the usual pronunciation for those kanji, the furigana gives the English versions of their names in katakana.
緑 would usually be みどり (midori), but instead it’s グリーン (Guriin | Green)
赤 would usually be あか (aka), but instead it’s レッド (Reddo | Red)
青 would usually be あお (ao), but instead it’s ブルー (Buruu | Blue)
紫 would usually be むらさき (murasaki), but instead it’s ヴィオ (Vio)
Shadow is the exception to this. He is occasionally described as “a shadow” using the 影 kanji (pronounced as かげ | kage), but when he’s referred to by name it’s always in plain katakana as シャドウ リンク (Shadou Rinku | Shadow Link) or more simply シャドウ (Shadou | Shadow).