Thanks and sorry for replying so late, i got your mail too, decided to reply here, in case anyone else has the same questions.
1• In AveDesk, make a new PidlShortcut then right click on it, select Desklet Properties. A new windows will open go through each tab, you can change all the required settings like Shorcut, Icon, Labels etc.
2• To change the color of XYZ Clock...
→ Right click on it.
→ In the new window go to overlays.
→ Right hand side you'll see Time, select it and then click on Configure... button in the left side.
→ In the new window look under appearance for Color... button, select your desired color from here.
→ Repeat the above steps for changing the color of Seconds
3• If you open any application it'll show the icon in the taskbar. I think it's not possible to not show running program on the taskbar unless you use any third party software. The best thing would be to pin the frequently running programs to the taskbar, that's what i do.
4• Try this but if you are using AveDesk, I suggest you make a Recycle Bin desklet so that you can use PNG files too.
5• Try the above suggestion and link me when you have made changes to your desk.