Is there either a way to dye a clear capsule or is there a dealer that sells the colored capsules?

Yes It's RIT fabric die. Since I haven't done this for over 30 years, you are one your own. Military issue glasses used to come in clear or black, no other choices. The die will attach to plastic, but not to glass.

I assume that any color fast, fabric die will do this.

You might have to die them a couple of times, to get a dark color, or add two packets of die.

I have used the same die, to color golf balls, in more recent years and could get very dark results. I don't think you really want to know why or what the reason was, for multi-colored golf balls.

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No (from all reports the colored ones are not sold to anyone other than people who make strikes.)