Change color of arrow

You can not actually create Line shape layers that arrowheads have a different color than the Arrow heads.  Shape layer are fill layers with a vector  layer mask.  However you can create two line shape layers the will look like the line and the arrowheads have different color.  Using the line tool in shape mode with line weight 0 will create  just arrowhead shape layer with no line, so you can create arrowheads on top of a line shape layer that has a different color line.    Foe cans also create  line shape layer the  you stroke the line shape layer inside the vector path so the stroke will cover the line weight in the line the arrowheads will have the shape layer fill and be stroked with the line color stroke. In PS 2021 arrowheads are hard to deals with for they are not longer set relative the line weight like prior versions of Photoshop.  You need to set then by numbers of pixels for each line weight you use foe arroe hear length and arroe heat width. Stroking the line outside or on the shape path will change the line length. the arrowheads will point past the line length points.