Set the active tmux tab color
In version 2.9 You should change this options to something like:
# Active window title color
setw -g window-status-current-style fg=black,bg=white
There's an argument with a decent explanation here: https://github.com/tmux/tmux/issues/1689
And the FAQ: https://github.com/tmux/tmux/wiki/FAQ#how-do-i-translate--fg--bg-and--attr-options-into--style-options
You haven't set window active background color, you only set active panel border, try:
set-window-option -g window-status-current-bg red