Which form designer are you using?
In general only in classic designer you will have enough power to control everything. In Responsive Designer and New Responsive Designer you will have to go with what the Styles tab allows you.
In general I suggest using the new responsive designer. You can use the control fill style to set up background colors for all fields.
ok, it looks like I only have responsive form vs classic form. And I am using the responsive form. My designer doesn't look like what you have above. Any idea how to find/use the new responsive designer? I don't seem to have that option at all.
The designer in my screenshot is the new responsive designer. The first version of the responsive designer was very limited. In o365 the new responsive designer should be available. If it's not then can you try to update the Nintex Forms app on your site?