Currently, we use the colour indicator (chosen during mark favourite) on the title (connection name in the sidebar). That is helpful while working with multiple windows having different DB connections like Stage , Prod or Dev.
But I still feel that is a very minimal implementation of a color indicator. It will be better if the connection colour indicator is reflected on the border outline of the whole window & sidebar to better distinguish between different DB connection windows.
I am always afraid if I am mistakenly doing some change on prod DB instead of Stage DB.
If the colour indicators are throughout the window & sidebar it will always be getting attention & easy to differentiate.