FYI - PlotStyle -> {Thin, Automatic, Red, Dashed} plots a Blue line.
Don't know why ???
I suppose that you need to wrap the options into a "Directive":
Manipulate[
Show[Plot[{2 x, (6 - x)*5}, {x, 0, 6},
PlotRange -> {{-1, 7}, {-5, 32}}, ImageSize -> Large,
Epilog -> {Black, PointSize[0.03], Point[{a, (6 - a)*5}],
Point[{a, a*2}]},
PlotStyle -> Directive[Thick, Red, Automatic, Dashed],
GridLines -> {Table[i, {i, 1, 5}], Table[2 i, {i, 1, 5}]}],
ListPlot[Table[{i, 2 i}, {i, 5}], PlotMarkers -> {"X"},
Ticks -> {Table[i, {i, 1, 5}], Table[2 i, {i, 1, 5}]},
PlotRange -> {{-1, 7}, {-5, 32}}, ImageSize -> Large]], {{a, 30/7},
0, 6}]
I have substituted "Thin" by "Thick" do see it a bit better.
Cheers,
M.