Is it illegal or non-compliant to use LED lamps that have clear lenses, but produce red or yellow output?

No. There is nothing illegal or non-compliant about having red or yellow LEDs behind clear lenses. When illuminated, the effective colors of the lights are red or yellow, which are approved colors of SAE J578c requirements. Clear lenses are legally approved for SAE J578c regulations as well. For a specific statement of the requirements, please review the NHTSA regulations charts.