< Where is that option in SketchUp exactly?
Menu Window/Styles and then Colors by Axis
(that is different of Style itself bottom page where you can choose Pencil, markers Oil paint etc...but can works of course together !
in this case choose first any artistic style then color by axis! )

<you get a thin line that matches R, G or B
(similar inside Moi of Helpers line X,Y,Z with Straight Snap enable but in colors ;)