I've been on a short trip, so I had little time for my project. Anyway I've created a prototype PCB (through-hole components will be substituted with SMD parts soon):

I'll use two LEDs for each segment to keep the overall thickness to less than 15mm. I added a short video in the files section which shows one segment lit with two different colors.

I think very cool effects will be possible with this configuration. The PCB will get an Atmega328, ISCP etc for programming so the unit can be used on its own.