Create shapes, then move them off the slide master to the margin. However, such a palette isn't especially useful, since those shapes can't be selected in Edit (Normal) mode.
For a solution that users can actually use, add the colors to a Custom Colors palette that appears on the standard color picker. Here's my how-to article:
https://www.brandwares.com/bestpractices/2015/06/xml-hacking-custom-colors/