<XREF> appears to be naming a Character Format.
Format > Character > Designer ...
Character Tag: [ XREF ]
Color: [ Blue or some other named color that is a blue ]
Change the ChFmt's color def, the definition of the named color, or revise the Xref format.
Look in the character style list (I think it has another name but can't remember). If there is a character format named XREF, you can edit it.
The building blocks that begin with a $ are not editable.
Exactly right, both of you. Thanks. I was beating my head against a wall trying to do it from the Edit Cross-Reference Format dialog box.