There don't seem to be any adjustments to the white anchors, dark blue lines and overall mask intensity when creating a custom selection mask.
If the underlying image is fairly dark, you may not be able to tell how well your mask selection is aligned so a quick workaround might be to use the Fix/Enhance tool and set the Exposure and Brightness on the Color Adjustment panel higher to make the underlying image/video brighter.
When the mask is finished, uncheck the Color Adjustment box and the image/video will be restored to the original condition.
You can ask CL to provide some user-changeable settings and/or add a transparency tool like the Brush Mask Designer has by going to File > Rate Us & Provide Suggestions.