This palette took me about two minutes to find.
It's from 35DA0-35DA7.
However, it also affects the cursor sprite too when choosing multiple options (like the Denjuu before battle or the Fight/Flee/Escape options).
For reference, here's how you find color palettes quickly:
1. Use VisualBoyAdvance and open up the palette viewer.
2. Make sure the object you want to modify is on the screen (for example, if you want to change the OK! palette, make sure it's visible on the screen). Once it's on the screen, refresh the palettes in the palette viewer.
3. Find the palette for this. It's separated between sprites and backgrounds. Since the OK! thing is a sprite, it would, well, be found in the sprites column.
4. Now click the first color in the palette, and look at the hex value under the red, green, and blue values. For this example, it might say 0x0000.
5. Now open up a hex editor and start a hex search. Take the first two digits and switch them with the last two, and this will be at the beginning of the search. Do not actually perform the search yet.
6. Now look at the second color and record its value. In this case, it would be 0x001F.
7. Go back the hex editor and reverse them again (1F 00). Input these values after the first two in the search field. So far, the search field should be 00 00 1F 00.
8. Repeat the same thing for the third and fourth colors.
9. In this case, if you did it right, you should be searching for 00 00 1F 00 1F 00 00 00.
10. With this, you'll find 35DA0 as the result (though, it will obviously be something different if you're searching for something else). To see if this is the right color, change any of the values, save, reload the ROM, and see if it worked.
11. If it did, you found the offsets! If it didn't, keep searching until you find them.
Now as for changing them, read
this.
By the way, this is true in
any Super Game Boy/Game Boy Color/Game Boy Advance game. At least it will be true 99% of the time (sometimes they're compressed).