I used three Godox AD300Pro, each filtered with a primary red, green or blue filter. The red and blue filters are from the pack included in the Godox BD-10 barndoor pack, the green is a combination of Lee filters 738 JAS green and two of the green filters from the BD-10.
Where they all overlap, the light is white, where two blend it's yellow, magenta or cyan.
WB approximated in camera by reducing the blue 2/3 of a stop, final WB set by the eyedropper method in post.
Storm was getting a little tired, so we stopped with this final shot, which I think turned out quite close to what I had envisioned, and actually a bit more saturated than I had expected.
And BTW: Storm's hair is blue, it's not an error.