The rear sight cannot be changed. The drop safety is actually part of the rear sight. There is no dovetail. You can replace the rear sight with another P250 rear sight. There are offerings from ebay, CDNN, Numrich, etc., but, mainly, you would do that if you wanted night sights. If you have night sights and you want white dot, you can paint them with nail polish. They are concave. The front sight has a dovetail and you can replace that sight. It is a Sig #8 front sight. It is printed on the sight. I have never done this, but I think there may be other sights that are from Sig or Sig compatible that would work. The first place I would look would be anything compatible with the P320. You might want to take a look at a P320 front sight to see if it has an 8 printed on it.
The P250 was not set up for a red dot. It was discontinued before the use of red dots was as wide spread as it is now. However, it has a thick slide and I imagine that the people who used to cut the slides of other guns, Glocks for example, for an optic would be able to do the same for a P250. I don't know what the expense would be... If you do it, please tell me about your experience.
I hope this helps. I have never altered my P250 sights except to paint in night sights for better range visibility. By the way, if you do that, use a toothpick, not a brush.
Thanks for reaching out.