the TTMSFMXRadioGroup uses the TComboBox style. The dropdown window Fill and Stroke can be changed with the Fill and Stroke property in the object inspector or at runtime. The ItemFont and ItemFontColor properties can be used to style the items.
Are you using RAD Studio 10 Seattle update 1? There has been a style issue that didn't display a style for custom controls. With AdaptToStyle you can automatically adapt to the loaded style in FireMonkey.
We have fixed the issue with the Title not being clear, the next version will address this.
I overlooked you are using TTMSFMXRadioGroup and mistakenly took the TTMSFMXRadioGroupPicker. The TTMSFMXRadioGroup does not inherit from TComboBox, it inherits from TControl and is not styleable.