For N scale they would have to be axial lead 2mm or smaller LEDs -- possibly surface mount devices -- but I know of no readily available source for bi-color LEDs of these types. Axial lead and surface mount devices usually come in only one color; white, red, green, or yellow.
I usually get my specialty LEDs from one of these sources:
http://www.superbrightleds.com
http://www.moreleds.com
http://www.richmondcontrols.com
A good place to start would be the manufacturer's website, but don't be surprised if they don't offer replacement parts like you need. The trend has been moving away from being able to repair things and more to the throwaway items.
Anyone know what Bi Coloured Leds Sunrise used in their N scale signals?
Need to replace a couple.Part #, size ,spec's,and where to purchase would be helpful
Thanks