Unfortunately the highlighting/shading related to selecting a mark is not currently customizable. The Tableau website has an Ideas section where customers can add, comment, and vote on features they would like to see in the product. Votes are used to help prioritize new features. Our Development team also loves to see everyone's use cases in the comments, which helps them better design features that will meet the most possible needs.
I found this idea: https://community.tableau.com/ideas/7169
Hope this helps!