Install Clink 0.4.3.
Open Command Prompt and type "set clink.prompt_colour=12".
However, prompt colour does not change.

Made sure there is no 3rd party software supporting ANSI colours.
Searched clink.log for "ANSI" string to look for LOG_INFO("Disabling ANSI support. Found '%s'", dll_name);, but none found.
Tried "set clink.ansi_code_support=1", but no luck.