In 7.1 which is the version I'm using, you have to go to a lesson, go into the site styles, select the style you are using, then Colors and at the very end you will find Course Lesson and there is Side Nav Background Color , you can change it there. This will change the background of the progress bar and of the lessons on the accordion that displays them in the course main page. They should be separate but that is how it is.
