You can edit the conf.py and add addtions to the preamble before the build with custom LaTeX, so that sphinx will render colors as black. For example.
latex_elements = {
# The paper size ('letterpaper' or 'a4paper').
#'papersize': 'letterpaper',
# The font size ('10pt', '11pt' or '12pt').
#'pointsize': '10pt',
# Additional stuff for the LaTeX preamble.
'preamble': r'''
\usepackage{titlesec}
\titleformat{\section}
{\color{black}\normalfont\Large\bfseries}
{\color{black}\thesection}{1em}{}
\titleformat{\subsection}
{\color{black}\normalfont\Large\bfseries}
{\color{black}\thesubsection}{1em}{}
\usepackage{hyperref}
\hypersetup{colorlinks=true,
linkcolor=black,
citecolor=black,
filecolor=black,
menucolor=black,
urlcolor=black,
bookmarksnumbered=true
}
'''
# Latex figure (float) alignment
#'figure_align': 'htbp',
}
This will change all sections and subsections to black and change all your hyperlinks to black as well.