if I set each vert to a diff colour will they all blend together?
Depends on how you do it, if you have a texture or not and what colors you use. Note that sf::Vertex is a wrapper for openGL vertexes (sf::Sprite is kind of one as well, just that sf::Vertex actually grants you freedom of truly using vertexes as such) so if you set all the colors of a self-made quad different they will blend. Now, since what you want is to do this with
four quads I don't really know, you can get the desired effect, but it depends on what parameters you use for them.