I'm not sure about hair colour changes, but I know my anxiety has cause my hair to thin out on top a bit (to the point where I can't do bangs anymore). My hair used to be way too thick, not it's baby fine. Annoying++
I don't really think general anxiety causes hair to go grey or white faster or earlier than normal, but I do think if you experience a HUGE, major traumatic event it can cause some hair to go grey. I'm not sure if this is actually true, but I think it might be.