Change color of Word Shortcut Guide after pressing Alt key

Change color of the keyboard shortcut guide after pressing Alt key.

The yellow thingy, because I can't describe it, (if anyone knows the word for the shortcut guide shown after pressing alt key please comment/add that in the answer too)

I am using Office 2019, version 2107, in Dark Mode/Theme

I am putting this in answer form so that your question can be marked as having an answer, even if it is not a solution.

The yellow background is present with both the Black and the Dark Gray Office Theme.

This is because the other background used for these Ribbon Alt Key Shortcuts is black and a contrast is desirable.

There is no setting in Office, Windows, or Word to change this. This is as of August 11, 2021. As always, Microsoft keeps changing things. If you want a control to do this, use the Feedback mechanism in Office.

In the meantime, you can choose a different Office Theme or put up with the yellow background.