Coloring Arab suffix without losing connection

A workaround is to insert Zero Width Joiner character around the text break area, this would force final/initial forms. For most fonts with should be OK, though it would break contextual alternates in more advanced fonts, but the text should still be readable. Other than that, there is no way to switch color without breaking text into two parts in XeTeX.

\documentclass{article}

\usepackage{xcolor}
\usepackage{arabxetex}
\newfontfamily\arabicfont[Script=Arabic]{Amiri}

\newcommand{\colorred}[1]{\char"200D\textcolor{red}{\char"200D #1}}

\begin{document}

\textarab[voc]{kitab\colorred{hA}}

\textarab[voc]{kitabhA}

\end{document}

P.S. just use regular color package, \addfontfeature{} loads (and switches to) a new font each time it is called, witch is an overkill for just switching colors.

To obtain colored vowels in Arabic script, we can use ArabTeX with the acolor.sty. The following example shows how to use it:

\documentclass[a4paper,12pt]{report}
\usepackage[utf8,latin1]{inputenc}
\usepackage[french]{babel}
\usepackage[T1]{fontenc}
\usepackage{amsmath,amsfonts,amssymb}
\usepackage{graphicx}
\usepackage{arabtex}
\usepackage{acolor}
\usepackage{fancybox}
\usepackage{pgf,tikz}
\usepackage[left=1.5cm,right=1.5cm,top=2.5cm,bottom=2.5cm]{geometry}
\definecolor{lightyellow}{rgb}{1,1,.933777}
\definecolor{darkgreen}{rgb}{0.2,0.6,0.2}
\definecolor{poppyred}{rgb}{0.89,0.08,0.3}
\definecolor{poppyredd}{rgb}{0.78,0.0,0.09}
\definecolor{poppyreddd}{rgb}{0.63,0.0,0.0}
\pagestyle{empty}
\begin{document}

\def\ombre[#1][#2]#3{%
\begin{tikzpicture}
\node[text=#2,opacity=0.5] (ombre)
at (0,0) {#3};
\node[text=#1] at (-.089,.089) {#3};
\end{tikzpicture}
}

\setlength{\fboxrule}{3pt}
\setlength{\fboxsep}{4pt}

\begin{center}
\fcolorbox{blue!30!black}{lightyellow!47!white}{\ombre[blue!30!black][yellow]{\Huge \setnashbf \RL{\fullvocalize \acolor{diacritics}{poppyred} \acolor{letters}{darkgreen}     $\bigstar$ bismi  al-ll_ahi \acolor{diacritics}{poppyredd}  al-rra.h-m_ani \acolor{diacritics}{poppyreddd}  al-rra.hImi $\bigstar $}}}
\end{center}

\bigskip

\begin{center}
\fcolorbox{blue!30!black}{lightyellow!47!white}{\ombre[blue!30!black][yellow]{\LARGE \setnashbf \RL{ \fullvocalize \acolor{diacritics}{blue} \acolor{letters}{darkgreen} 
$\ast$ wa bihi na-s-ta-`Inu wa  al-.ha--mdu li-ll_ahi a-lla_dI yassaranA \acolor{hamza}{purple} lil-'a`--mAli al-.s.sAli.haTi $\ast$ }}}

\end{center}
\end{document}