Okay, so I've noticed some players on keyboard and mouse having trouble accessing the Sub-Palette. Myself including. Looking for some help off-forum (and even going to savage lands like Reddit), I finally have the solution to all your woes.
Under the assumption you haven't messed with your control settings too much, all you have to do is simply call up your Main Palette, the same Palette that displays which weapons and Photo Arts/Techniques you want to use. From there, you simply press G/H. Done! You can now choose which Sub-Palette to use. To switch back to the Main Palette, simply press G/H again.
Just make sure it's not in the heat of battle. Unless you're good at dodging and scrolling through things very quickly, you'll be leaving yourself vulnerable quite a while.
Happy hunting, fellow ARKs.