Hello,
I see that you use the Variation Swatches for WooCommerce plugin. Our swatches filter won’t work for the third-party plugin swatches. If you want to use our widget then disable plugin and set the colors using our option for every term http://prntscr.com/uunghy
If you prefer plugin then contact plugin author and ask them if they have filter widget by the plugin swatches.
Regards