I'm sorry to hear that overwriting the Kendo UI Grid styles is causing frustration.
In general, after the correct element is located using the inspector, there could be two reasons why the styles are not overwritten easily:
1) The selector has to be made more specific as an otherwise higher more specific selector will overwrite it.
2) There is a different CSS file which is changing the same element and that CSS file is loaded after the one in which the current changes are made.
As for the grouping icon I tested it and it this is the needed CSS selector:
If this is not working on your end, please inspect the element and check which CSS rule from which file is currently setting the color of the "X" element.