Well, no one answers, and I found a hack that helps. It seems that there really is no gui menu option for the color of the error text in the command output, but there is a parameter for it in the .ksf file. I changed the line manually which says
'Errors': {'Error lines': {'fore': 65535, 'hotspot': 1, 'italic': 0}},
where "foreground" is the foreground color, "italics" is italic font, what I wanted and it worked. I suppose a "hot spot" means that it is clickable, but I'm not sure / don't care right now.
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