Hi
The "marching ants" cannot be thickened or the color changed
A couple of things you could do:
1. Check your selection by pressing Q to show it in quick mask mode. Press Q again to return to the marching ants
2. Use the pen tool/shape tools to create a path then change that path into a selection (then pen tool does have color and thickness options in CC2018)
3. Work in select and mask where you can use onion skin mode /show on white /black to make your selections visible
Dave