Leland Leahy uses this routine to change all the layers in an AutoCAD xref. You can modify the color to your liking, but Leland uses 250 to screen back the xref entities really quickly. Of course, since this routine only changes the xref layer colors, anything in the xref whose color is not bylayer probably will not change.
To use this routine, load the LISP file, then type in the command X250. Select any entity that is part of the desired xref and press Enter. Performance would be better if the code didn't make repeated calls to: (vla-get-Layers (vla-get-ActiveDocument (vlax-get-Acad-Object). You could set this to a variable and reference the variable in the loop.