I am having problems with the formatting of documents when creating new DQLs. I change the display, and colours but when the report is executed the report is printed to the window in black and white, and ignores any formatting. 

I have found a way to achieve this, using Quick Reports, by setting the Report to 'Live'. However this option is greyed out for DQLs. 

Can anyone advise me how I can successfully format the document output?

Not sure if I understood :)  Have you tried - Print Options - Print Details = WYSIWYG?