Don't take any chances with gas. Read the manual for the bbq - it will have clear instructions saying it will take butane only, propane only, or butane and propane. It will also give a pressure it accepts the gas at. Then go to any suitable shop and buy a suitable regulator, hose and cylinder.
Normally patio gas (the grey ones, can't remember if they are propane or butane) are only required for patio heaters. Everything else I have ever used was suitable for the yellow ones - this would include 5 or 6 bbqs and gas grills.
But, to be clear, read the manual and comply with the requirements.
The risk of using the wrong gas (apart from blowing up if something goes badly wrong) is primarily that the gas will burn at too high a heat and/or pressure and will either burn through your appliance (over time, obviously) or else shoot out jets of gas that go places they weren't supposed to.
Lava rocks and flavour - my understanding is that as grease/fat/gunk drips off whatever you are cooking it hits the rocks and what doesn't immediately burn off builds up over time. Next time you relight the bbq you get the aroma/flavour from the build-up. Whether this is a good thing or bad thing is up for discussion, but without any sort of 'flavour retention' all you will end up with is an upside down grill and not a bbq.
z