You have to color the Thumb Button images. The Grippers are just the marks on them.
Here's a pic of the Vertical Thumb Button in my latest theme:
It is dark red when normal and hovered, bright red when hot and pressed, black when disabled. The background is black to match the tracks it rides.
The best way to understand the structure of the scrollbar ( and anything else ) is to color all the parts, press TEST, see what happened, press STOP TEST, change the colors again, press TEST....until you have the colors and structure the way you want it. The TEST button is your best friend....Use it