It might be possible, it might not..
Changing the color of the "what I'm listening to" link might be possible by patching something in Messenger. However, this most likely needs to be done in the resources of Messenger and that means that this can not be done with a script because the resources are only loaded at the startup of Messenger and scripts are not. So by the time a script would be able to patch/change this, the specific resource is already loaded.
However, if this needs to be done in the Messenger executable itself, then it is possible to make this as a script.
But note that what you want to be changed is actually a link. So it is well possible that if something is made to change that color, that _all_ links in Messenger will change color...
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All this said, and no matter what method is used or how it needs to be done, those changes (thus: _if_ possible) will only be visible on your side. Your contacts will still see the normal blue underlined link, you can not change that in any way.