No paragraph spacing available. The only way to do this is to add a hard return between paragraphs and then change the line spacing or font size of it.
You can't adjust the space before Captivate's bullets nor is it possible to add your own bullets.
The bullet color is based on the color of the first character immediately after it. You could have a space after the bullet and change the color of it to change the color of the bullet.
Another option is to not have your text bulleted, make a copy of the text box, and then manually add bullets to the copied text box. This way you can get rid of the extra spacing and change the color of the bullets to whatever you want. (It's not an ideal solution but it would give you more flexiblity if that's what you need.