Does a star burn a gas other than helium and hydrogen if so what gases and what color do they make the star?

Stars don't really "burn" things in the sense of combustion. A very massive star can "burn" (fuse) elements up to nickel-56. When it reaches nickel, any further fusion consumes rather than produces energy.

The particular chain that ends with nickel starts with silicon and involves sulfur, argon, calcium, titanium, chromium, and iron along the way. At the temperatures involved, these elements are all gaseous.

This happens deep in the core of the star and has no effect on its color, which is purely determined by its surface temperature.