it's possible from extension/configuration modules to get sphinx to
know about new roles and even new autodoc types.

See curio docs, which cribbed from the python docs and have a link to
them

and also:

https://github.com/aio-libs/sphinxcontrib-asyncio/pull/1/files

which added autodoc hooks to sphinxcontrib-asyncio


it looks like there's a table of cross-reference roles in
sphinx/domains/python.py (look for PyXRefRole), which inherits from
sphinx.roles.XRefRole, which has some notes on how to subclass and
change rendering (see 'result_nodes' method)

so..... it might even be possible to give async functions/methods their
own color :-)
