When you switch to command-line-mode, with :, you see a ":" symbol identifying that you're indeed in command line mode. Is there any way, other than modifying source code, I can change this symbol?
The answer is short and might be unpleasing for you but: no.
You can't change that character without modifying the sources.
I am really not too sure, but by digging through the plugin
vim-easymotion which displays a prompt "Search for characters: ", I found that it uses:
Which, based on the example, seems to be able to customise the command or search prompt.
I did not have time to experiment deeply with it, but it might be a lead.