I'm going to explain this in details so you get the big picture (:
All the text elements are blue and underline because the inherit from a defaut link property. They inherit because they are the child elements of a parent link block.
So you can see that the properties are being inherited, their icon is orange.
The text color and underline show as being inherited from a upper element but actually is overriden by the link block:
You can set a color and underline property right there, for every element type, but it's preferrable to start with the link block itself. Select it:
Set a color (don't forget opacity 100% because default appears to be zero) and set the underline to none
Now you can go down, select child elements and set specific properties for each: