I captured a few colonies for England and then, I captured Santa Catalina for my own and set one of my officers as a governor.

After that, everywhere I was, at store there's a problem with powder (0 to 200, not more) which is weird and I don't know if it's normal.

If we talk about colony, is there any option to manage colony? The only one thing I can do there is replacing governor and getting money.

What we discovered when we added many "PGG" characters (those are the "hero" characters you can select to start a new game) is that the original COAS had a feature where the other heroes you did not select travel the map to the different colonies while you play and they consume both store goods and tavern crew resources.  So now that we have so many in ERAS, that often depletes the availability of things like store powder and ammunition.  We have not changed or disabled this feature.  The workaround is to capture prize ships and take their powder and ammo.

There is no colony management and the only benefit is for the tax money.