I have heard verbally that it is possible to change colors and thicknesses of individual entities in sketches. 

For example...

Using Colors and Line Styles with Sketches in solidworks | Cad Tutorials | CAD Courses and AutoCAD, Solidworks, Revit Tr…

I have a project that would really benefit from this, and I cannot figure out how to do it.

To restate, this is not to do with Drawings, it is only for sketches.

Thanks,