I want to set a light color, and change it 15 minutes later, and again 5 minuts after that

This would simplify the Actions portion of the Routines, but you would still need multiple Routines and virtual switches to trigger the desired progression.

Thinking about this a little bit further, using the Edge Counter Utility from @TAustin, you could probably simplify the whole thing by doing something like this:

If
“Bedtime” (whatver that condition is for you)
then
Set Kasa Light to Green
Turn on Counter Device

If
Counter Device = 15 mins
then
Set Kasa Light to Yellow
Turn on Counter Device

If
Counter Device = 5 mins
then
Turn off Kasa Light
Turn off Counter Device

You’ll need to set the Duration Resolution to Minutes in settings. I’m relatively sure that turning on the Counter Device when it is already on resets the time to zero and restarts the count. If not, you would simply need to turn it off and back on in the first two routines.