I would say,
"What colour hat did Jane buy?"
"What colour is the hat that Jane bought?"
"What is the colour of the hat that Jane bought?"
I would NEVER say,
"What colour of hat did Jane buy?
and I'd be so alarmed if anyone said it to me that I would forget all about Jane's hat.
"What colour hat did Jane buy?"
"What colour is the hat that Jane bought?"
"What is the colour of the hat that Jane bought?"
I would NEVER say,
"What colour of hat did Jane buy?
and I'd be so alarmed if anyone said it to me that I would forget all about Jane's hat.