I found an unsatisfactory workaround, not a real solution.
First, with the cursor in the ToC, make your ToC modifiable: Insert
→ Indexes and Tables
→ Indexes and Tables...
, tab Index/Table
, uncheck Protected against manual changes.
Define a new character style names Leading (or any other name you like) setting the font color in tab Font effects
.
In your ToC, select the leading dots and apply the Leading character style.
This is were this workaround is not satisfactory: you must do it manually on every leader. As a second and more serious inconvenience, the leader customisation disappears when the ToC is updated Tools
→ Update
→ Update all
and you must do it again manually.
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