Hello,

Replace two last styles with these ones:

body .vertical-navigation .menu-mega-dropdown .sub-menu > li > a:hover {
    color: white;
background: yellow;
}
body .vertical-navigation .menu-mega-dropdown .sub-sub-menu li a:hover {
    color: white;
background: yellow;
}

I di not provide style for background change in the mega menu block as it does not look good.

Best Regards