You can configure the other captions using the code below:

XAML:

<Grid>
        <Grid.Resources>
            <Style TargetType="{x:Type igPrim:AdvancedColorShadePicker}">
                <Style.Setters>
                    <EventSetter Event="Loaded" Handler="acsp_Loaded"/>
                </Style.Setters>
            </Style>
        </Grid.Resources>
        <ig:XamColorPicker Width="100" Height="30" x:Name="cp"/>
 </Grid>

CodeBehind:

void acsp_Loaded(object sender, RoutedEventArgs e)
        {
            AdvancedColorShadePicker colorPicker = sender as AdvancedColorShadePicker;
            if (null != colorPicker)
            {
                colorPicker.OKCaption = "Okey";
                colorPicker.RedCaption = "Select Red Color";
                colorPicker.GreenCaption = "Select Green Color";

            }
        }

Hope this helps!

xmlns:igPrim="http://schemas.infragistics.com/xaml/primitives"

One option is to create a style for the AdvancedColorShadePicker and set directly these captions properties as a setters or use the approach from my previous post.

Let me know if you have any questions with this matter.