Colorful costumes really wouldn't make sense for this incarnation of the Legion, especially not on the particular mission that brought them back to the past in the first place, which clearly required a lot of stealth.
A dark period is exactly the reason why the Legion should be unabashedly colorful, to send a message that they--as heroes--are not consumed by the dark enemies/universe they live in.
Sometimes, messaging is necessary.
Better than average episode for this show, but again the "where's Superman" problem exists. This is a huge threat, and would absolutely get his attention. They even MENTIONED him, so it just doesn't make sense that no one said, "hey, should we call Clark?"
Well, you know the reason this series only pays lip service to Superman's existence. Moreover, in next week's episode, you will see SG's other allies...and from the clips I've seen (not the full episode), there's no mention of why Superman is not only absent, but never called in the first place. In fact, James--being Superman's best friend, and knowing Kara was in a coma--should have called him if for no other reason to tell him how his cousin was doing...and ask for help.