This is what the official repo of coc.nvim gives as documentation for Coc configuration.
An update changed the option names, and the defaults, I'm willing to revert it, but I'm out of ideas. This is what my suggestions look like. I want to change the color of the blue parts to the same color as the rest since I have bad eye sight.
You can change it by CocMenuSel, add something like hi CocMenuSel ctermbg=109 guibg=#13354A to your vimrc.
