Firstly, I am sorry that the page-up and the page-down key doesn't work on your device, but you could try "Ctrl + Up", "Ctrl + Down", "Ctrl + Left", and "Ctrl + Down" to see if there is what you need. (If these keys don't work, you will need to disable the system shortcuts in "system preferences" -> "keyboard" -> "shortcuts" -> "Mission Control".
Secondly, you can add a shortcut to underline and italic by yourself. To do this, you need to click on the apple logo on the menu bar, select "system preferences", and find "keyboard" in it. You should then locate the "shortcuts", then select "App Short Cuts", and add one short cut. In the pop-up menu, select MarginNote, type in the title exactly as shown on the MarginNote menu for that action, then add whatever shortcut you want to it.
Lastly, we are sorry that we currently don't offer user-customizable color palettes. We have received this request many times and are taking an active consideration of it.