There are no RGB leds that are directly compatible with what you are trying to do. Cherry MX switches only fit 3mm LEDs, there are only 2 lead holes through the housing. There is no such thing as a 3mm RGB led where you can control the LED. There are only ones that color cycle on their own.
While the teensy doesn't have enough pins, it can be done by adding other components and using the teensy to control those components. Either shift registers, IO breakouts, or LED controllers can accomplish the same goal in some way using fewer of the teensy's pins.