You can change the colour of the leader under Object Styles, Generic Annotations. To have a different line colour to the leader, edit the family and under object styles you can create a new sub-category, to which you can assign a different colour.
I'm not sure why you cannot assign a sub-category to the family - see image.
In the project, the generic annotation category can be given a different colour. Therefore you can have different colours for the outline, leader and text.
