The Mac material interface can be buggy sigh, duplicating materials and managing custom lists can sometimes have unexpected behavior, it’s a long standing complaint.
Here is a simple and reliable way to create colorized textures that will stick. Open two SketchUp windows simultaneously and use copy paste to move the edited color cones into a new file one by one. I start with your file (I selected and right click - hide - the circle edge at the bottom first) then I apply the gradient texture to the outside and inside of the cone making sure the gradient on the sampled surface is tall enough for the whole cone. Now I have a gradient cone, I open the materials pallet and find the material, then I right click and choose edit. I use the color wheel to edit color but you could use the RGB sliders to match Rosco or LEE colors, or the crayon color swatches. Anyway I adjust the texture and click close in the bottom of the materials pallet. Now I have colorized cone that is NOT a component, that’s important, triple click to select it all and copy it to the clipboard. Then click into a second open SketchUp file and paste the cone, it is imported with it’s adjustments saved as a unique texture in the new file. Go back to the original file and repeat the steps to edit the texture again choosing a new color, then close the editor and copy paste this new cone into the new file, it also is imported with its new color adjustment as a new texture. Rinse and repeat as necessary. It’s important that the cone be raw geometry at this point as if it’s a component it will be imported as an instance each time and will not retain the color information, you will make components of each as the next step. Save the original cone file somewhere handy as a factory for making new color cones in the future.
Next, for controlling lights in scenes (or visibility of anything else for that matter). Make a component of each cone and give it a relevant name. Now you will need the Tags Pallet and Entity Info. Select one of the cones and in Entity Info you will see a drop down menu for assigning a tag to that entity. Double click into that field and type the name of the new tag you will be assigning to that component (this is a MAC only workflow for others reading, you cannot make new tags from entity info on windows). A quick win I use is to double click the name of the component in the bottom field copy it and then double click and paste that text into the tag field, then press return and click once out of the pallet to de-select the field. You can see a new tag is created in the tags pallet. Repeat this for each component. Now you have three cones, each assigned to it’s own tag. If you had many red lights you could select them all and assign them all a "red: tag via entity info. By clicking the eye next to the tag you will turn visibility on or off for ANYTHING in the model with that tag assigned. The visibility state of tags is one of the the parameters that is “remembered” by scenes so to create or update a scene, set the visibility of the tags the way you want and then update. Overlap the lights in space (for color changer units) if you like as you will only use one at a time or leave them as separate sources.
