If you are using PRO and the Header and Footer builder the settings you find on customizer wont have any effect. Those settings work just for the classic(legacy) headers and footers from X theme which are also still avaliable on PRO.
In case of PRO header and footer builder, you need to access the header and footer builder, click on your menu element and change the parameters for colors, interaction(hover) color and turn off the graphics.
If you are still not familiar with the tool, please refer to:
Hope it helps