I made a quick diagram awhile back. It is here: https://community.smartthings.com/t/trouble-with-3-way-switch/38405/8
It really doesn’t matter which colors you use for what just make sure you know what they are. The proper way would be to use colored electrical tape to designate what colors they are.
The most confusing thing for people is trying to wrap their brain around how the new smart switches work vs old 3-way and 4-way setups.
Try to think of the Add-On switches not as a device that carries a LOAD (Light) / LINE (Power) but as a Toggle Switch that is triggering the Master Switch. All the magic happens inside the Master Switch. It carries the LOAD and it has the Relay inside of it that triggers the LINE to connect the LOAD.
All an Add-On switch does is sends a signal/command to tell the master switch to turn on/off. The master switch also is the device that has the Z-Wave or ZigBee wireless inside that talks to the Smartthings Hub. So to recap the Add-On switch is just a very simple device/switch and this is why they are ridiculously inexpensive when compared to the Master Switch.
The Master Switch needs to be located where the LOAD/LINE will be connected. You DO NOT want to have LOAD/LINE going to the Add-On switch. This will burn out your Master Switch and possibly the Add-On switch.