For hotkeys, just select the hotkey box and put in the letter you want: lets say for the researching of a hero's ability go to research hotkey and put in the letter. If you meen that the letter that you set the hotkey to is colored, You'll see a 'color code' in an abilities tooltip usually. Its |cffFFFF00 (or different) after the 00 put in the letter you want and close it with |r . Anything after or before the code will be normal colored.
Ex: S|cffFFFF00H|rot Blast. Only H will be colored. Hope this helps