Cables and doglegs do not take their layer from the things they are connected to, but are created on whichever layer you currently have selected (you can see this in the Layers dropdown box in the Position toolbar, on in the middle of the Status Bar at the bottom of the application window).

It is easy to move objects to the layer you want: just select the objects and choose the layer from the Layers dropdown.  Note: it is not advisable to move symbols to new layers as they contain objects that are on many different layers, so when moving Cables/Doglegs, select only them and not the symbols they connect.

When you select a layer in the Layers dropdown, this becomes your default or 'current' layer - any new objects you create will be put on that layer until you select a new layer.

Likewise to change color just select the objects you want and select a new color in the Line Color box of the Style toolbar. When you choose a color it becomes your new default and all new objects you create will be that color, until you choose a new one.

Best practice, therefore, is either to draw the first of, say, your Power connections and then select its Layer and Color - all future cables/doglegs will have that layer and color, until you choose new ones - or select your layer and color first.