– To get Video title under thumbnai we already replied to you on other topic!
– To change Video to Project,… you need go to:
You will see string Video to change. Please note maybe you need go to Settings -> Permalink and re Save to make it works!
– Type you can change in Theme Options -> Typography (at the bottom you can change typo for heading). About color you need use custom CSS.
– About categories with sub category you can use a menu to display it. If you want to display it on Sidebar you can use Widget Menu to display the menu you have just created!
Hope this help you!