Strike through & italics is the only feature available right now for Notezilla sticky notes.
Currently it is not possible to have sticky notes title with different colors in Notezilla for Windows.
It is not possible to change color for completed items but you can definitely move completed items to the bottom of the list. More details here:
Also, in the free phone apps, we have a feature to manually rearrange the order of the checklist items. When you have completed a task and checked it off, just move it to the bottom of the list to focus on the tasks pending.