Synonyms for "palette"
The set of colours that can possibly be created with a given medium is sometimes called a gamut.
Maybe spectrum can work for you.
In the context of a GUI control, I would call it a color chooser or a color selector.
If you are looking for a name for a set of two to four colors that are used predominantly in the interface, then it's the color scheme (but FumbleFingers should post that as an answer and get the credit).