1, Change the Grub background color:

sudo -H gedit /lib/plymouth/themes/ubuntu-logo/ubuntu-logo.grub

And change the grub background color as you want, in my case I change grub background to black (0,0,0)

if background_color 0,0,0 ; then clear fi

Then, update grub

sudo update-grub

2,change the loading background color:

 sudo -H gedit /lib/plymouth/themes/ubuntu-logo/ubuntu-logo.script

Window.SetBackgroundTopColor (0.0, 0.00, 0.0);     # Nice colour on top of the screen fading to
Window.SetBackgroundBottomColor (0.0, 0.00, 0.0);  # an equally nice colour on the bottom

Run the following command.

sudo update-initramfs -u

3,change the logging interface background:

sudo -i
xhost +SI:localuser:lightdm
su lightdm -s /bin/bash
gsettings set com.canonical.unity-greeter draw-user-backgrounds 'true'
gsettings set com.canonical.unity-greeter background 'path-to-image'