You can add these lines to your ~/.vimrc
after the last colorscheme
line:
hi SpellBad ctermfg=www ctermbg=xxx guifg=#yyyyyy guibg=#zzzzzz
hi SpellCap ctermfg=www ctermbg=xxx guifg=#yyyyyy guibg=#zzzzzz
with www
/xxx
three digit colors taken from this palette and #yyyyyy
/#zzzzzz
whatever hexadecimal color you want.
You can also edit the relevant lines in your colorscheme.