Changing the Section line in the Visibility/Graphic Overrides under Section category on the Annotation Categories tab is not possible.
One way to adjust Revit Section Line style, is to go to the Object Styles (Manage tab on the Ribbon > Object Styles).
Then, on the Annotation Objects tab, there is a Category called Section Line. In this row you can change the line color, line pattern and the line width of the Revit Section line.
In the Object Styles table, there is also one sub-category under the Section Line, called Broken Section Line, which is used for the broken section display style (and this style will apply only if a Section tag type has “Broken Section Display Style” parameter set to Continuous).
To change the section line color, filter can be used. In the Visibility/Graphic Overrides dialog create new filter for Sections category with filter rules set to “None”. Add filter to a view and change the line style for that view. Have in mind that filter will change the section head too so adding line pattern will change line pattern for both: section head and section line.