Commands which can give output to a terminal in colour (e.g. ls or grep) usually only use colour escape codes when they are outputting to a terminal. This means that you can't directly grep for the escape codes because they are not there.
If you are working in a terminal rather than scripting, a way around this is to use the 'script' command to make a record of your command's terminal output. The resulting file contains the escape codes.
To use 'script':
Type 'script' into a terminal.
There should be a message
'Script started, file is typescript'
Execute your command so that it gives the coloured output to the terminal.
Use CTRL-D to exit 'script', getting this message
'Script done, file is typescript'
Then grep the file 'typescript' for the colour escape codes.
My version of GNU grep doesn't support '\033' in basic or extended regular expressions.
To grep for bold green in the output of 'ls' I use this:
grep '\[01;32m' typescript
'\033' works with Perl regular expressions:
grep -P '\033\[01;32m' typescript