How to change colors of neutral players 9-12? Is it possible?
None.
Yes. I'm pretty sure you need an available human or computer player (non-neutral) of the color you want in-game though. Once you have that, you can just give the p9-12 unit to the corresponding player in-game then back to p9-12 real quick. Say I want a red p9 zealot, and P3 is red.
Actions:
Give 1 Protoss Zealot owned by Player 9 at "Color Change" to Player 3;
Give 1 Protoss Zealot owned by Player 3 at "Color Change" to Player 9;
and voila!
None.
You can't change their preplaced colors, and you can't get their original color back once you give them to another player and back.
None.

An artist's depiction of an Extended Unit Death
Another thing not mentioned that many people consider important is that the minimap colors will match the preplaced/default colors for P9-P12 no matter what.