Hi Manuel,
you forgot to read Helix documenation, please DO NOT use "heading" as menu item type (!)
use "URL" with "#" as link instead - then submenu items in Mobile Menu should be displayed. Of course check Menu module settings if you set to display all submenu items anyway.
About color of submenu items after hover, please inside Template Options > Custom Code > Custom CSS add those two lines:
.sp-megamenu-parent .sp-dropdown li.sp-menu-item:hover > a,
.sp-megamenu-parent .sp-dropdown li.sp-menu-item > a:hover {color: #F50E0E;}