It seems that Dimensions completely rely on what Styles are available in the current project. Since you can't directly change the color of the already existing symbols in Styles here, a workaround would be to create a new custom Style in your project and add your own point symbols for the arrows and your own line symbol to this Style. Once you have created and added the symbols that you want to use with the Dimensions to your new Style, you should be able to select those symbols from the symbol selector when you click the 'More point symbols...' option. Here is the documentation on how to create new symbols in a Style for your project: https://pro.arcgis.com/en/pro-app/help/projects/manage-styles.htm#ESRI_SECTION1_ED3F5867C8D142A0BCB5CE20F21B2E84 Doing this you should be able to customize the points and line completely with whatever shape and color you need.
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