Google-sheets – Conditional formatting based on another Sheet

Something seems to be off with the conditional formatting. One solution, anyway, as Vidar suggested, is to use Custom formula is instead of Greater than in the dropdown. Use the formula =B5>$B$3 with your range.

Although you mention only A2 in sheet March I'm guessing you may want equivalent formatting throughout ColumnA, so start by selecting ColumnA then:

Format, Conditional formatting..., Custom formula is:

=match(A1,indirect("Roster"&"!D:D"),0)>0  

select yellow (Range: should be A:A) and Save rules.

For each colour you need a separate rule (unless one colour is acceptable by default, so standard formatting applied for that) hence for red for example + Add another rule of:

=match(A1,indirect("Roster"&"!E:E"),0)>0  

and repeat for blue (B:B in place of D:D in the first formula) and green (C:C).