So I typed in the “modified html” field in the form settings:
<style type="text/css">
.comment-form-subscriptions a:link {color:orange;}
.comment-form-subscriptions a:visited {color:orange;}
.comment-form-subscriptions a:hover {color:orange;}
.comment-form-subscriptions a:active {color:white;}
.comment-form-subscriptions p {text-color:white;}
</style>
And the text is white and links orange. Only for unregistered users. The default text is correct. If I log in, everything (plugin text and links) is black and invisible on the web (text and links).