This set of messages go back to the WIN3.0 era and in a typical half arsed way, not all of them work as documented but there is at least some useful capacity in controlling the colour of some of the old ordinary controls. The DLG version works on dialogs but only on the background color. The most useful versions are the LISTBOX, STATIC control and the EDIT control. The scrollbar version did not work as documented and the BUTTON version does not work at all.
If a COMBO box with a drop down list is used, the drop down list works off the listbox message but not on the top of the combo box. The lack of control of a number of controls limits the message's usefulness but still can be used with a normal CreateWindowEx() style window where you don't need to use the non working control messages.
If a free standing scroll bar is used, the WM_CTLCOLORSCROLLBAR works but the buttons on each end are still system default.