There are 2 types of blending, alpha and color. The default blend modes in construct, like destination out, do alpha blending (except additive, which confusingly is a color blend).
Your issue is that alpha blends will never affect color, they are more like boolean operations on the alpha channel. What you need is color blending which are all found under the "Effects", like multiply and screen. As stated earlier though if you want additive blending then that is in the same list as the alpha blends.