In 1.13 snapshots, you can get item with coloured custom name via command:

{{/give @p stone{display:{Name:"

"}}}}

With this command it would give the nearest player a stone named "aaaa" in colour yellow.

In snapshot 18w15a, the item name is still coloured yellow in the hotbar, but as in the pre-release, while items that are naturally coloured (like beacon) are shown with colours in the hotbar, those which got the colour from custom name are shown white. So I think it is a bug.