A colour option would help, and I would suggest one additional requirement: make the states distinguishable without colour at all. For example, different tray-icon shapes for connected, disconnected and connecting, with the state also written in the tooltip/menu. That would avoid replacing one difficult colour pair with another.
W3C's Use of Color guidance explains the underlying design principle: meaning conveyed by colour should also have a visible shape or text cue. I'm citing it as a useful design reference, not making a compliance assessment of this desktop app: https://www.w3.org/WAI/WCAG22/Understanding/use-of-color.html
For the feature request, a concrete acceptance check could be whether the three states remain recognisable in a greyscale screenshot at normal tray-icon size. I haven't tested a proposed implementation.
AI-assisted suggestion; I work on a VPN service.
