I second this so hard. I'd also love to see custom colors via a color wheel, and replacing the current color palate with your own custom colors. Maybe also a section to quickly choose common color/icon combos.
Edit: Heegrim already suggested a color wheel, sorry for reiterating the idea. I also like Shoom's idea of being able to draw on the map, but not just for lines. I can imagine in multiplayer a group huddled around a shared map table drawing arrows, circles, lines, and writing text to plan an expedition or a raid on an enemy faction.