Playing with my.skin is only affecting the FIRST skin as listed in MED.
Thats all it can do. You cant change any of the other skins, as far as I know.

It would possibly be easier, but more CPU hungry, creating all the lights as separate entities and attaching them to the model.
Have three different actions to handle the lights, one action for each "group" of lights that handles the color of that group
and keeps it attached to its parent model.

Its a bit of work, I'll admit, but the coding is simple enough, as the lights could be positioned with a simple
vec_for_vertex from the parent model, and since they should be non-physics, passable entities, they wont interfere
with anything else, AND they could be then given a lightrange to actually emit light too.