Belldandy states during the "Terrible Master Urd" story arc that all three of them have the same father but different mothers.
As for colors Urd has not had used for her eyes, there are thousands of colors (far too many to list) that have not been used... a sample would include pink, red, orange, beige, and yellow. I declare that question invalid, because a complete answer would probably crash the site!
Larry
01-Mar-2005