Yes, they are wearing makeup
We see this in Season 5 Episode 7, "Together or Not at All", of Agents of S.H.I.E.L.D. where we actually see Kasius applying makeup to his face to cover up his new scar.
Click image to enlarge.
You can view the scene below.
This matches what we see of the Kree across the MCU as all Kree are ...