Is it possible to change the check mark icon on the course outline?

Yes. However, to change the color of the green check mark icon on the course outline, you'll need to add some CSS.

We recommend using " Simple Custom CSS", a free plugin for adding additional CSS to your site, as opposed to modifying the style.css file from your theme.

.wpcw_fe_unit_progress_complete span{
background-image:url('http://wpcw4092.dev/wp-content/uploads/2017/10/check-mark.png'); /* changes background image to different image /*
background-size: 24px 24px; /* sets background image size, however, this is not necessary if the image is created at 24x24 pixels. It is recommended to make image to size to reduce load time*/
}