If you have in-switch LEDs (or SIP sockets), there is no space for an in-switch diode, correct. You will have to mount it on the PCB.
Same with the resistor for the LED: needs to be mounted on the PCB or direct-wired to power. The resistor can go anywhere between the LED itself and the power supply for it. In the WASD V1 I have the resistor is SMD on the daughterboard with the controller. In most keyboards the resistor is on the switch PCB near the LED though.
Plate VS. PCB mount doesn't necessarily apply directly here: you can have LEDs or SIP sockets (or nothing, in the case of the poker X and pure) in the fornt of the PCB-mounted switch. Or you can have SIP sockets, and LED or a diode / jumper. If you want both LEDs and NKRO, you will need to mount stuff on the PCB near the switch or direct wire.
if you are wanting to add LEDs to all the switches on your JIS filco, it'll be hard. The easiest way might be to use something like Melvang's "the enabler" PCB to help you direct wire it.
Some keyboards (phantom, pinnacle) have diodes on the PCB (not in switch) and are designed for nothing to be in the front of the switch. These are for plate-mount switches usually.