I tried adding a WitherSkull into a team with the "option color aqua" but it didn't get the prefix (§b)
MC-61977
Non-Player entities don't get team prefixes!
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Halbzwilling
(Unassigned)
Unconfirmed
Minecraft 14w28b
Retrieved
Hey, I don't know if you already knew this, but you can use programms like MCEdit and there filter like the NBT Editor, to change NBT data of entites and other stuff.
So you could give the WitherSkull the name :"§bHellblau" 😉