Hello,

To change the color of the section that you provided in the screenshot, add below-given CSS by going to:
Admin Panel > Appearance > Customize > Additional CSS

.main-navigation li.current-menu-item > a, .main-navigation li.current_page_item > a {
   border-bottom: 3px solid #2196F3;
}

.main-navigation li > a:hover {
   border-bottom: 3px solid #2196F3;
}

You can add the color code as per your requirement.

Hope this helps,

Let us know if you have any query further,

Regards!!