Main filament should be PETG (for strength). The secondary ones can be anything, I used white and black PLA. No worries, they won't separate, the secondary components (eyes, whiskers, nose) will hold firmly in the main part.

I printed the 3MF file on Bambulab A1 Mini with colors assigned exactly as in this file. But I don't know how to create a correct multicolor STL. Please check the screenshot to see how the item colors have been assigned.

Source (for remixing and custom modifications): Onshape document