Right now the only ingame way to find out, which colours are required in a delve, is to start one and use an attempt (if there are no attempts left, there is no way to find out until the end of the day). This is an important information, that should be made available (for example, if a player finds a good new colour setup and would like to see, which delves can be pushed further with it).
Either include the information in the difficulty selection or, likely better, in the faction information screen.
[Edit:] Okay, it can be found out by checking the banner displayed in the question mark popup of the underworld faction, but seriously… who thinks of this?