It shouldn't be vinyl... it's a thin transparent film that you put on (halfords), alternatively there are spray paints that offer different colour finish. (etech springs to mind).
TBH I would leave the red lights on the red car... they look best as they are similar shade to the paint work and when you have the sidelights/beam on the led's look very striking.
There's the more expensive route which is a complete light unit from companies like Hella but these seem to be the new lexus lights!
I think smoked lights could only be pulled off on a red car if you had other 'dark' detailing, such as black spoiler, window tints or any vinyl graphics....Standard no!