You can only change the color of a neutral hero. To do this, select trigger events for the neutral hero, then use the script to change the owner and specify the desired player. Let's call the event, for example, "Change Owner." Then, go to Campaigns - Map Properties - Events - Installed (Local) Events, create a new one, select the script - trigger event, and specify "Change Owner." Then, place the event somewhere on the map and select the event you need.

Added 3 minutes later
I don't have any arrow objects either; what did you mean?
Walls and stones can be edited using Tools - Stone Brush.