Devoid works in all zones, not just on the battlefield.

The second mode will exile the target creature or planeswalker if it would be put into the graveyard this turn for any reason, not just due to lethal damage. The exile effect applies to that permanent even if Brutal Expulsion deals no damage to it (due to a prevention effect) or Brutal Expulsion deals damage to a different creature or planeswalker (due to a redirection effect).

Other cards and abilities can give a card with devoid color. If that happens, it’s just the new color, not that color and colorless.

If a card loses devoid, it will still be colorless. This is because effects that change an object’s color (like the one created by devoid) are considered before the object loses devoid.

Cards with devoid use frames that are variations of the transparent frame traditionally used for Eldrazi. The top part of the card features some color over a background based on the texture of the hedrons that once imprisoned the Eldrazi. This coloration is intended to aid deckbuilding and game play.

A card with devoid is just colorless. It’s not colorless and the colors of mana in its mana cost.

If a spell is returned to its owner’s hand, it’s removed from the stack. The spell isn’t countered, but it won’t resolve. If a copy of a spell is returned to a hand this way, the copy will cease to exist the next time state-based actions are performed.