I've been in the seahorse hobby now for about 15 years and have NEVER found that what food you feed, affects the colour the seahorse exhibits.
Seahorses change their colour according to how they perceive their surroundings so that they "blend" in making it harder for predators to see them.
I've never been able to change a "non coloured" seahorse to a coloured one, but, have been able to change back seahorses that were coloured and lost their colouring by putting them in a tank with sky blue paint on the bottom, back and ends of the tank, with all rock removed, and just artificial plants in the tank.
Others may have found other ways to succeed but from what I've read on the seahorse forums over the years, the usual situation is to buy a coloured seahorse and then have it loose much of, or all of the colour it came with.