It is possible to use HEX color format?

Yes, you can either format the message as JSON or use &x&R&R&G&G&B&B or &xRRGGBB.
Please note that rgb colors in players display name are currently not handled correctly (I am working on it).

for example can I use this color (&#a52a2a)? how?

&xa52a2a or &x&a&5&2&a&2&a

thank you ❤️