If you want to change the colors of hotkeys you must be configured for Dynamic hotkeys. There are two ways to change the Hotkey colors, individual change and global change

For Individual Change Hold down the ALT key and left click the Hotkey, select the new color and click Ok.
For a Global Change
1. Click Options\Configuration\Hot Btns Click MAIN and select the new color. Click Done. Click the HOT+ button and select a different Hotkey Page. This will change the default color for all the hotkeys NOTE: keep in mind you will have to rebuild your hot keys if switching from standard to dynamic or vise versa.