thanks @macsky posted my reference material, and you can find more detail from “General Reference Guide”, there is a section explains what the difference between a symbol and hiearchical block.
In short, symbol can call a .subckt or .model, from embedded netlist or library. Hiearchical block calls a schematic and link to a schematic. They are similar but two completely different things.
In general, yellow is a device symbol and grey is a hiearchical block in auto generated process. You can use whatever color or drawing once you paste that in symbol window and create yours. Color has nothing to do with it feature, what defines a device symbol or hiearchical in their symbol properties.