There is a callback on the property sheet structure, PFNPROPSHEETCALLBACK, but the messages are limited to PSCB_INITIALIZED, PSCB_PRECREATE and PSCB_BUTTONPRESSED. I want to handle messages like WM_CTLCOLOR but can't seem to find a way to do it. Is it possible?
My end goal is to change the color of the tab controls and the outer frame of the property sheet dialog.
If you want to customize its appearance, I suggestm you should owner draw the tab control. And you could refer to the Doc: Owner-Drawn Tabs
If you want to change the Themes and Visual Styles, I suggest you could try to enable Visual Styles.