I won't say that I can really put specific colors to specific notes or tonalities, but sometimes I do hear something that seems to jive with a color. Since you brought up "Color And Light," I would actually say that when Sondheim has George sing about orange, the tonality he uses does seem to feel sort of "orange" to me. I can't really explain it in tangible terms, but I do feel it.
But I do think that a sasquatch would be easier to write about. ;-)