Yellow rooms can be locked rooms (random). The green rectangle represents a standard door. Orange is a proximity gate. Pink is a gate to open with objective progression. Blue is a step for cooperation, (but the right bottom one on BF is not a cooperation step. You can climb by yourself. That is a mistake)

Can we get an key as to what all the colors mean?

What do the rooms in yellow signify? You don't have any kind of Legend or explanation as to what the colors mean.