How do I change the range of an instrument permanently?

Use a template. Or a custom and secondary instruments.xml

Maybe we should add a 5-string violin by default.

If you simply wish to get rid of the colored notes showing out of range notes:

To disable out-of-range coloration of notes: From the menu, select Edit→Preferences... (Mac: MuseScore→Preferences...), click on the "Note Input" tab, and uncheck "Color notes outside of usable pitch range."

Create your own instruments file and then add it in the Settings.

1. I have attached a "my_instruments.xml" file. You can add instruments in the future as required.
2. Save this to your Documents Folder. e.g. "...\Documents\MuseScore3\my_instruments.xml"
3. In MuseScore go to ... Edit | Preferences ... and then click on the SCORE tab.
4. In the "Instrument List 2:" block enter or browse to the file above. e.g. "...\Documents\MuseScore3\my_instruments.xml"
5. Click OK
6. Now you will find your 5-Strin Violin in the Instruments available under "Strings - Bowed" in the drop down groups "Common", "Pop/Rock", "Jazz", and "Orchestra".

I created the 5-string violin instrument definition by combining the amateur and professional pitch ranges of a violin and viola. You can see the instrument built in MuseScore at https://musescore.org/en/instruments
The drop down groups are Genres in the xml file, so you can add others in if you want. If you are using it in a teaching context you can remove it from the Common instruments list by deleting the line "common"