Yeah, you’d have to do some research, but if its anything like my inovelli you can do it through an automation. Now whether you want that automation to be part of a button press or to alert to something outside of a button press, like an open door or lock, thats up to you.
See Zooz Zen32 Automation to change LED indicator color - #4 by Skwerl23
I think the above post is slightly wrong. I was able to modify a zen30 using this: