OK, so here's something I stumbled upon. I've been editing the annotation symbols for the levels that you get in the section. (just one straight line with the height on top and the name of the level below) I apply them and get this:
As you can see, one of the lines is blue, the other black. They are supposed to be black as all the settings (Visibility Graphics, Object Styles, Line Styles, etc) are turned to black.

It seems that Revit will turn Annotation Symbols for levels that are attached to a level view to blue automaticaly. Nothing I have done can change that.

A bit of a bummer, as we print in color and I don't really fancy the blue.