Dan,
Shapefiles themselves do not have a concept of colour, or indeed of much of anything beyond the geometry of the shape that they contain, which is why your isobaths appear as a single colour in QGis. All of the styling attributes that the IMC uses are stored in custom fields known as attributes, which are stored along with the shapefile. Colours are stored in the attribute "COLOR" and are represented as an integer value that corresponds to a colour from the IMC/AT5 colour table. You can find these in the IMC documentation. You can see the attributes for a vector layer in QGis by right clicking on the layer in the layer list, and selecting
Open Attribute Table. The attached image shows some of the attributes that go towards describing polygons for use in the IMC - you can get a full description of these in the IMC documentation.
If you want to combine your polygons in QGis, you will need to take care of adding the appropriate attributes to the polygons/paths that you have created. RM takes care of that for you if you import them into a user map and export from there, so that might be the easier option. Just save your set of shapes in QGis, go to your user map and select
Import Custom Polygon/Path. You can then set colours etc and export either directly to AT5 or to a set of Shapefiles with the required attributes.
Matt