Pivot Table Format Column Headers different colors

The request is to be able to color the headers different colors while leaving the cells the default white.

Is there a way to define the color expression for just the headers?

In the attached screenshot there are 3 measures in the Pivot table – ‘IDC Market Size’, ‘KPMG Revenues’ and ‘KPMG Market Share’.

My requirement is to have their headers in different individual background colors.

If I color the headers based on settings in the ‘Appearance’ as suggested, they apply to all 3 measure headers like in the screenshot below where all of them are Blue.