"ClearFilter" is an anchor tag at the end of the day, so you could apply different colors for links in your application skin. The problem here is that it will apply to all of your links. Not sure if that is going to be problem for your requirements or not.
If you need to isolate the change to just the clear filter link, then it may require some custom CSS/JS to achieve this.
<a id='clearFilter' tabindex='0' title='<pega:lookup property=".pyToolTip" value="Enter to clear filter" />' style='text-decoration: underline;'><pega:lookup property='.pyCaption' value='ClearFilter' /></a>
You might be able to key off of the element's ID here if you go down this path. Normally this is not necessary, as you can simply define and use a separate style for this instance. But the problem here is that the governing section pzGridFilterPanel is final/internal. If it was not, then this would be pretty trivial.
I think you'll find similar hurdles with trying to apply a border to just this section as opposed to all sections.
Regarding the button swapping, I think that is also going to require custom code. I think these are "hard coded" in a non auto generated section somewhere. I could be wrong though, would need some reporting/UI SMEs to confirm or suggest otherwise.