Thank you so much for getting in touch about setting the color to elements within a paragraph.
After speaking with our engineers, I was able to note that what you are experiencing is expected behavior as micro nodes (spans, strong’s, em’s, etc…) are set to not be bindable.
You are not alone in thinking this would be an awesome feature to have in Webflow. It is definitely something you can vote for on our Webflow Wishlist
Yes, I completely understand how disappointing/frustrating that may be, and it is something I personally look forward to having for my projects.
Currently, there is not an available workaround, though you are able to add color to an entire paragraph element as you will note in the following project: Webflow - Color CMS
This feature is definitely something you can vote for on our Webflow Wishlist
@miekwave - Workaround - use jQuery to add a class to the element that defines the you want the link to be, or use the .css() function to add the style.