Influencing the color of the separator rule is somewhat tricky:
<context source="yes">
\setuppapersize[A5]
\setupcolors[textcolor=redblue] % text color
\color[bluered]% rule color, but might set influence also the color of other elements, too!\startcolumns[n=23,rule=on]% there’s no key for "rule color"!\input ward\column\input weismanknuth
\stopcolumns
</context>