Hi and welcome to VBAX

It doesn't sound like a step too far to me, if I understand correctly...
You could to use a shape's "Action Settings" to run a macro. (right click a shape then select "Action Settings") The macro could then set the colour of the shape. Although undocumented, the shape clicked can be passed as an argument to the macro.
Using action settings only works when you're in slideshow view - I don't think you'll be able to get a click event going in normal slide view.

There's an example attached. Is that what you mean?