few columns with shapes in different colors

That's a very good example of how something that looks very simple can be demesurately complicated... well, maybe an expert will provide a solution simpler than mine?

Colors on Tableau are applied on numbers, so I've transformed Gender, Region and Vegan into numbers with the RANK_DENSE function. Here is my region#, I did the same with Gender and Vegan.

Now I setup the table with Measure Names and Measure Values, and switch the Mark type to Square. I drag Measure Values to Colors, click the pill and select Use Separate Legends:

Now right-click the legend to Edit Colors and set them as Stepped.

It matches your spec, however it will be difficult to get a proper legend or label (I have a lead for Gender or Vegan, but none for Regions).

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Antoine Dinimant

Freelance consultant, trainer & teacher