Hi.
This is possible. But the CSS skills will be required. Through the code inspector, you can define an element that you need to change.
If you want these elements to be constantly displayed, you need to release their code from under the influence of :hover and .active class.

.sp-megamenu-parent > li > a::after {
transform: scale(1) !important;
}
If you want different colors for each menu item, you need to add an unique class to each menu item link and use it to configure unique color.
Something like
.sp-megamenu-parent > li > a.your-class-for-red-color::after {
background-color: red;
}
.sp-megamenu-parent > li > a.your-class-for-yellow-color::after {
background-color: yellow;
}
/* ...and ect... */
or use :nth-child() pseudo-class for <li>