Graphene theme uses sprite.png images for various graphic display all over the theme. Now, you can modify this sprite images (sprite_h.png is for menu) in some graphic editor (PS, Gimp, Corel…), or you can upload additional transparent .png image (with custom transparent) made in graphic editor. My advice is to use “Firebug” to find css clases you need to modify.
Some links about sprites:
w3schools
css-tricks
For current, li:hover issue you need to put this in you’re child theme style.css:
#header-menu ul li:hover, #header-menu ul li.current-menu-item, #header-menu ul li.current-menu-ancestor {
bacground-position:left -1056px;
}
I know that this solution isn’t neat but will do…