Nokkyahud (and what I did for ahud) animate a CExImageButton called HealthBG (for hudplayerhealth.res). You can see it here and in the animations here for yahud. The same concept applies for low ammo background.
I tried doing the same for the ammo but I think I messed up somewhere,
I enabled the AmmoBG in HudAmmoWeapons and I tried to add "Animate AmmoBG Alpha "255" Accel 0.0 0.3" and "Animate AmmoBG Alpha "255" Accel 0.3 0.6" but what I got instead was the ammo having the same colour as the health when the ammo was low, I either did it wrong or I did a whole another thing