Currently you can only use color schemes on rooms, areas and spaces, but it would be a huge improvement if we could use the same for walls, floors, ceilings and even any type of components.
In fact, Roger Rebbit gave a great idea by proposing Keynote color schemes, which is the same as having a single multi-category color scheme. I voted for it:
<https://forums.autodesk.com/t5/revit-ideas/keynote-color-schemes/idi-p/9115072>