Sequential blinking LED's in there would be a lot of work. The strips that I used were pre-wired . . .you would have to either build your own bank and a custom controller to sequentially light the LED's or find one that would suit your needs. There's probably something out there, but it wouldn't be that complicated to make one yourself. Probably the hardest part would be finding a way to route all of the wiring within the reflector.
I did a bunch of research regarding color. . . .I never came across anything that stated that turn signals could not be partially on the side of a vehicle. . . .if you think about it, both the front and rear stock signals are visibile from the side anyway. ONe thing that I intend to do is change the rear combination light to the clear version from the '06 and later model years and install red LED turn signal bulbs in that unit as well. Then all of my rear facing lights will be red, which as far as I have determined, is completely legal. Amber must be used for forward facing turn signals.
Sequential lights would be cool, but I don't think they're worth the time and effort required to make them work.
The biggest thing I dislike about the screw-in connectors would simply be the time, and yes, its not much time, I'm just lazy ;-)
I looked at the TX Transportation code and the only thing I see regarding turn signals is that they can be white, amber, or any color in between on the front. Red or amber, or anything in between to the rear. No mention of the sides.
The area where it would start being a problem would be something about flashing red lights to the side ie emergency vehicles. I seriously doubt you'd run into many problems with LE. Just thinking out loud.
It'll be awhile before I get around to doing this, but its on my to-do list. Along with the rear shock, GPS, new seat, etc etc