Choosing THHN colors when running 2 circuits together
The available colors are considerably more than that through any decent supplier. Get out of the big box (heck even the big box near me carries more colors than that)
However, at the most basic...
You don't need a grounding wire since you have EMT which is a grounding conductor, but if you do choose to have a grounding wire it has to be green or bare, and green or bare can't be used for anything else. wIth properly assembled EMT you'd just have a grounding screw at the box where the connection to NM/B is made and connect the NM/B grounding wire to that screw.
Neutrals can be white or gray. White or gray (in conduit) can't be anything other than neutral.
All other colors (black brown red orange yellow blue purple) can be hots. There are even striped versions for yet more easily distinguished &quot;colors&quot;.
An acceptable and compliant method is to group a pair of black and white wires for each circuit using colored tape, or different numbers of loops of black tape so that you can distinguish the groups.
Another acceptable and compliant method is to run blue and white and red and gray. Or black and white and red and white and tape group the white neutrals to their respective hots. Any of the hot colors for hots, I'm not going to list even all the options that are possible from what colors you list, you should get the idea.