diag = {1, 2, 3, 4};
upper = {{u12, u13, u14}, {u23, u24}, {u34}};
lower = {{l21}, {l31, l32}, {l41, l42, l43}};

diag = Item[#, Background -> LightGray] & /@ diag;
upper = Map[Item[#, Background -> LightBlue] &, upper, {2}];
lower = Map[Item[#, Background -> LightGreen] &, lower, {2}];
first = Append[{diag[[1]]}, upper[[1]]] // Flatten;
mid = Table[Append[{diag[[row]]}] /* Append[upper[[row]]] /* Flatten@
   lower[[row - 1]], {row, 2, 3}];
last = Append[lower[[3]], {diag[[4]]}] // Flatten;
Grid[Partition[{first, mid, last} // Flatten, 4]]