Not everything can be changed within OxCal - but the pdf can be edited in some software - or the svg file either as text or in more image editing packages.
I would recommend Inkscape if you want a free image editing package. However just to change the color of the sigma band, you will find in the svg file a line:
polygon.normal { fill:red; stroke:red;stroke-width:1px;fill-opacity:0.3 }
which you can change to another color.
Best wishes
Christopher
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