Add specific border-left-color to each menu item, depending on its custom class.

style.css

/* Primary Navigation - Colors
--------------------------------------------- */

/* Yellow */
.nav-primary .genesis-nav-menu .menu-item > a.yellow:hover:before,
.nav-primary .genesis-nav-menu .menu-item.yellow.current-menu-item > a:before {
	border-left-color: #FFE066;
}

/* Green */
.nav-primary .genesis-nav-menu .menu-item > a.green:hover:before,
.nav-primary .genesis-nav-menu .menu-item.green.current-menu-item > a:before {
	border-left-color: #70C1B3;
}

/* Red */
.nav-primary .genesis-nav-menu .menu-item > a.red:hover:before,
.nav-primary .genesis-nav-menu .menu-item.red.current-menu-item > a:before {
	border-left-color: #F25F5C;
}

/* Blue */
.nav-primary .genesis-nav-menu .menu-item > a.blue:hover:before,
.nav-primary .genesis-nav-menu .menu-item.blue.current-menu-item > a:before {
	border-left-color: #247BA0;
}