For achieving this goal you can subscribe to the PreRender event and traverse the items in order to check whether the relevant GridGroupHeaderItem should be colored or not. Later using the GetItems method you can obtain a reference to the headers and apply the styles.
I strongly suggest that you revise this
help article which demonstrates a similar approach. The example does not follow the exact requirements but illustrates how you can reference the headers in the PreRender event which can help you in the process of implementation.
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