In shapesheet, scroll down to Fill Format. You can change colors there. There is much guarding done in both the Line and Fill Format Sections.
Note, this particular shape is actually 3 stacked shapes. Not sure why. One shape is just outline. Next shape is a fill hatch pattern. 3rd shape is a fill color. All of this could have been done in single shape.
Note 2. Assuming you've enabled developer mode, in the Developer tab, with main shape selected, Behavior has selection set to Members only. You can set this to either main or submembers 1st. This way you can directly click on a membershape. Or, just use the DEW Window.