Go to Design > Colors > Section Themes.
Hover over White Bold and click on the pencil icon.
You should now be on Edit Themes.
Scroll down until you find PRODUCT DETAIL PAGE > Gallery Icons.
Click on the Gallery Icons color circle and change the arrows to your desired color.
If that doesn't do the trick then it may be possible to add a background or increase the thickness of the arrow with some custom CSS.
Let us know how it goes.