For now, there is the only way to mark your datasources: use colors.
What about version control systems?
DataGrip supports Version Control Systems like Git, SVN, Mercurial and some others. But this support doesn’t come out of the box: you need to install a JetBrains plugin for it. Go to Settings → Plugins → Browse repositories and search for the plugin you need. This plugin will bring first-class support for any VCS you need..