I have a custom splitpane widget tricked out for n-way splits, and needed to juice the divider (color, extra widgets, etc.) Some of this may help.
You need to setBackground on both the JSplitPane, as well as the divider. In my extension of JSplitPane, I just overrode setBackground(...) to invoke super, then get the divider (as you wrote) and do a divider.setBackground(...)
I also seem to have extended BasicSplitPaneDivider such that setBackground(...) on this would get applied to the leftButton and rightButton too.