Typically it's only possible to style the unopened state (<Select>) through css. The opened state (<option>) is very problematic.

If you were to create a custom select you need to take into account:

• There is a button that contains the current selected option.
• Clicking the box toggles the visibility of the options list (also called listbox).
• Clicking an option in the listbox updates the selected value. The button text changes and the listbox is closed.
• Clicking outside the component closes the listbox.
• The trigger contains a small triangle icon pointing downward to indicate there are options.

In addition to this a native select provides:

• The checked option is perceivable for all users regardless of their visual abilities.
• The component can interact with a keyboard in a predictable way across all browsers (e.g. using arrow keys to navigate, Enter to select, Esc to cancel, etc.).
• Assistive technologies (e.g. screen readers) announce the element clearly to users, including its role, name and state.
• The listbox position is adjusted. (i.e. does not get cut off of the screen).
• The element respects the user’s operating system preferences (e.g high contrast, color scheme, motion, etc.).