Change right click menu color

I have personalized the various colors (Control Panel / Window Color & Appearance / Advanced Settings.

But one background puzzles me - from the Desktop I Right Click and the background color is greyish - yet Grey is none of the colors I had chosen. Menu color is a very light blue.

Did I miss some thing?
Any way to change the Grey to the lite Blue?

Do correct me if I'm wrong sethm1 but are you referring to the Window Colour ?

I tried that Veedaz but non of those setting seem to change the color of the context menu.

I even did a search and found where others was asking the same question but never found a solution.

Thanks Clifford, maybe it cant be changed via normal settings.

Thanks guys -
Wonder why of all the items that can be changed, context menu (I was not sure it had its own name) is not one that can be customized.