Hi Martin 

Thanks for posting in the community! I recommend selecting color and line styles in the properties bar at the top before you begin to use the markup tool. Then everything you build after setting those default styles will be created with those styles applied.

Alternatively you can build your entire diagram then apply these style choices after you've finished. Finally if you wish to style certain shapes in your diagram individually you can right click on your diagram select Ungroup and then apply styles to specific shapes or lines. Note that if you do so you will no longer be able to continue editing the diagram using markup. 

As an additional resource feel free to take a look at our UML Sequence Markup article from our help center and let me know if you have any additional questions!