VS Code: Change color of squiggly underline for Lint

My configurations currently show the same red squiggly line for Typescript errors and TSLint warnings.

I am using TSLint extension for Visual Studio Code but the configuration I believe is a general VS Code configuration.

This is what it should look like:

I found this feature request to take it further than just Squiggly lines.

It's not a duplicate of "How to change error styles in VS Code" because I need to change the color of Lint's warnings only. NOT every error.

There is a setting to have the tslint extension return warnings (green) instead of errors (red): "tslint.alwaysShowRuleFailuresAsWarnings": true

Also, you can change your tslint config to determine which issues are errors, and which are warnings.