Just found out how to set the back button color, you should use:
lv_obj_set_style_text_color(lv_menu_get_sidebar_header_back_btn(menu), lv_color_make(0xff, 0x00, 0x00), _LV_STYLE_STATE_CMP_SAME);
after lv_menu_set_sidebar_page(menu, root_page);
something like this
lv_menu_set_sidebar_page(menu, root_page);
lv_obj_set_style_text_color(lv_menu_get_sidebar_header_back_btn(menu), lv_color_make(0xff, 0x00, 0x00), _LV_STYLE_STATE_CMP_SAME);
This will set the sidebar back button to red.