First off you can go about ordering a keyring chip sample from SP of all of the different colors they have to offer. This will let you see in person the different colors and give you a better idea of what colors you actually would like to use. Next you can go to KLE and play around with the colors you selected to get an idea of what will mesh well together; KLE has SP and GMK colors to select from. Depending on the colors and material you have selected it can limit what you do. SP does not offer doubleshot PBT but does offer doubleshot ABS; more details about what color codes are each material would be able to be found on SP's website.
Once you have the set designed you can open up an IC for people to see it. It is very crucial to make a set that others will like if you want to see it go into production; I have never heard of them producing a one off set and if they did it would be super pricey. If the interest is there in the set you can contact SP about possible production and they will be able to give you a quote based on the interest; the more people the less expensive. The one down fall with SP is the wait time do to production of other keycap sets.
After receiving a quote you can discuss your options to handle the GB; you may choose to do it independently or contact a site to handle it such as Massdrop. The benefit to using a site would be more publicity and much easier to hit MOQ; the required minimum amount of sets for SP to agree to make it. If handling it independently hitting MOQ may be a bit difficult especially if you are not advertising it fairly aggressively, but there is always a chance you design a kickass set that everyone loves and that would make it easy.
Good luck in your endeavor! Maybe I will be buying your set one day.
P.S. Anyone who has done it before, correct me if I'm wrong or have forgot something.