This may be not very logical, but splits use default arrow color, so you can have:
@startuml
<style>
activityDiagram {
arrow {
LineColor red;
}
}
</style>
start
-[#DeepSkyBlue]->
split
-[#DeepSkyBlue]->
:1;
-[#DeepSkyBlue]->
split again
-[#DeepSkyBlue]->
:3;
-[#Orange]->
:4;
-[#DeepSkyBlue]->
endsplit
-[#DeepSkyBlue]->
end
@enduml

Is this what you are looking for?
Or do you want to change the color of some individual split? (which is not possible yet...)