in normal GNOME environment
gsettings get org.gnome.shell.extensions.dash-to-dock custom-theme-running-dots-color
will give the present color
Example:
maduri@i7-4770U:~$ gsettings get org.gnome.shell.extensions.dash-to-dock custom-theme-running-dots-color
'#0000FF'
maduri@i7-4770U:~
to set the required color..
gsettings set org.gnome.shell.extensions.dash-to-dock custom-theme-running-dots-color "#0000FF"
for yellow or green color your can replace "#0000FF" with "yellow" or "green".
Alternatively you can use the GUI tool dconf-editor
like below

Note: dconf-editor isn't present by default. You can install it from the Software Center.
You can also make the dot bigger:
For example, to do so run
gsettings list-recursively | grep running-dot
You'll get output like this:
dkb@dkb:~$ gsettings list-recursively | grep running-dot
ca.desrt.dconf-editor.Settings saved-view '/org/gnome/shell/extensions/dash-to-dock/custom-theme-running-dots-border-width'
org.gnome.shell.extensions.dash-to-dock custom-theme-customize-running-dots true
org.gnome.shell.extensions.dash-to-dock custom-theme-running-dots-border-color '#e95420'
org.gnome.shell.extensions.dash-to-dock custom-theme-running-dots-border-width 2
org.gnome.shell.extensions.dash-to-dock custom-theme-running-dots-color '#e95420'
dkb@dkb:~$
Then, open dconf-editor as in the image below and make the desired change:

org.gnome.shell.extensions.dash-to-dock custom-theme-running-dots-border-width 6
for example. I found that, after reading your answer, withgsettings list-recursively | grep running-dot
. – DK Bose Jun 03 '19 at 04:18