Pretty sure the highlighting used for spellcheck in Sigil's CodeView is not user configurable at this time. A quick glance at the Code View editor code tells me it's currently hardcoded in Qt.
lots of:
Code:
.underlineStyle() == QTextCharFormat::WaveUnderline
going on.
CORRECTION: you can change the
color of the "Spelling Underline" via the normal Sigil preferences (normal "Appearance"-->CSS/Codeview settings). You won't, however, be able to change it from an underline (wavy or otherwise) to a highlight.