I have a simple data control defined as follows
Yes it is possible to change that placeholder row.
Take a look at this example I just made.
<Window.Resources>
<Style TargetType="{x:Type DataGridRow}">
<Style.Triggers>
<DataTrigger Binding="{Binding}" Value="{x:Static CollectionView.NewItemPlaceholder}">
<Setter Property="Background" Value="Yellow"/>
</DataTrigger>
</Style.Triggers>
</Style>
</Window.Resources>
<Grid>
<DataGrid AutoGenerateColumns="False" CanUserAddRows="True" ItemsSource="{Binding List}">
<DataGrid.Columns>
<DataGridTextColumn Header="Test" Binding="{Binding Path=Name, Mode=TwoWay}"/>
</DataGrid.Columns>
</DataGrid>
</Grid>
That placeholder row will appear with yellow background.