Promote > Messages > Message Edit > Message

Promote > Message Templates > Template Builder > Style > Typography

You can set a colour for a link, be it on the Message itself or in the Message Template.

On the message, just highlight the text you have as a link and set the Font Colour by chossing the option on the WYSIWYG editor.

In the message template, set a piece of text as a link then select it. After that, select the Style panel then Typography and choose the colour on the Font Colour option.