Okay, so we all know that coloring the liquid will do absolutely jack .... about coloring the vapor due to how it's processed.
HOWEVER, there in lies our problem...
We've been too busy looking for ways to color the liquid BEFORE the vaporizing process.
What we would need is something that would be able to "inject" the color into the vapor WHILE it's atomic structure is being composed (when it's made.)
The other option that I find semi-logical, and plausible is finding a chemical solution to doing so. The same way we can charge ions, and attach to them with other molecules, we could (Theoretically) do the same with color.
Albeit we still have the problems with making sure it's safe, but do these seem illogical to you, because while I may not be a master alchemist (except in Morrowind, Oblivion, and Skyrim) I am a HUGE fan of all things science, and thinking that there has to be a way, but we have to break out of the "liquid box" and start focusing on the vapor alone.
Post your thoughts. I'm sure that most people will say "not possible" immediately in their heads just because there's a high level of complexity to things like this, but I'm not asking if it's improbable due to difficulty. I'm asking if it's plausible at ALL!