Hi Tony,
Thanks for writing in! Could you please try adding the following CSS rule into your X -> Theme Options > CSS area and see if that helps.
.x-navbar .desktop .x-nav > li > a:hover, .x-navbar .desktop .x-nav > .x-active > a, .x-navbar .desktop .x-nav > .current-menu-item > a, .x-navbar .desktop .sub-menu a:hover, .x-navbar .desktop .sub-menu .x-active > a, .x-navbar .desktop .sub-menu .current-menu-item > a, .x-navbar .desktop .x-nav .x-megamenu > .sub-menu > li > a, .x-navbar .mobile .x-nav li > a:hover, .x-navbar .mobile .x-nav .x-active > a, .x-navbar .mobile .x-nav .current-menu-item > a {
background-color: red;
}
Hope that helps.