Like Sachs said, you can't anodize steel, so you aren't really left
with any viable options IMO. If you were desperate enough, you
could powder coat the head and flange of the bolt, but that
coating will not hold up under repeated use.
I agree with your not wanting to use the Aluminum fastners for any
thing structural. I guess you could use Red anodized Aluminum
washers under steel bolts in many cases to add some color - that
would probably be the easiest route to take.
dogger