It would be great to have an option to select different color for the active location, I believe many users would like to use it without custom CSS, so please consider this suggestion as a ‘user testing feedback’.
As a temporary solution, you can use this code in the Custom CSS field on the Appearance tab of your widget’s settings:
.global-styles,
[class*="elfsight_map"].active [class*="marker__Container-sc"] svg path {
fill: black !important;
}