AIO's don't need to be changed, it's not hard but usually expensive to aio cool your gpu, and custom loops are only needed if you want it and or you temps are too high

You usually don't change the liquid since it isn't exactly just "water". It is usually a mix, and as for hardline tubing, it isn't easy you may want to just get a heat* gun and some acrylic/PETG for practice. also the dye is bought separately depending on the kind of cooling you want distilled or pastel liquids. They both can come pre-dyed.

1) No, it's a CLC. The entire point of a CLC is no maintenance.

2) Wrong link. What kind of GPU watercooling are you talking about? Custom loop or an AIO type thing, like with a Kraken G10? Either way, shouldn't be too difficult but that's really up to you in the end.

3) Whether or not it's "worth it" is totally subjective. Custom watercooling is for enthusiasts. Considering how little you know about the AIO CLC that you own, I wouldn't recommend a custom loop. It's not necessarily hard but I don't think you have a good enough understanding of what you're doing to undertake such a task quite yet.

4) No, you don't use food dye to change the colour of the water. You either use coloured tubes or coloured coolant. I'm sure people have used food dye before, I wouldn't though.

Custom loops are not cheap, they're not quick, and they're not easy. With a custom loop, comes a lot of hassle and maintenance. I'd only recommend it for enthusiasts with somewhat enthusiast grade hardware.