Proxima's suggestion would probably make it easier to find a color that works, since a lot of levels might only use the arrows on one types of terrain, in which case it's not necessary to have a color that is clearly visible on all terrain types and also still looks good, which has proven difficult in sets where there are multiple highly contrasting colors of terrain. I think having the sets have a default would still be convenient for level designers, but a convenient way to override these defaults on a per-level basis that doesn't alter the colors of things such as builders or lemming sprites (like the current workaround of selecting a different style than the one the terrain primarily comes from) would be very useful.
I do think the yellow example is a better yellow for the menu than the dirt yellow if we give limited options instead of a true color picker.
IIRC clear physics already recolors the arrows, which, combined with the outlines, should place a limitation on the amount of design trolling possible, and if it's still a concern there could be a player option to force the style default to be used.