User Configuration > Administrative Templates > Microsoft Project 2016 > Project Options > Edit > Hyperlink appearance in 'Project1'
User
HKCU\software\policies\microsoft\office\16.0\ms project\options\edit
Specifies the color of hyperlinks that have not yet been followed. If you enable this setting, hyperlinks that have not been followed are displayed in the color you specified. If you disable or do not configure this setting, the user's default setting is used.