Small colored LED lights...
That picture was most likely done with a MAG-light, It is a small flash light, but bright. Colored gels were used to change the color of the light.
There are three separate images done one one frame. In a totally dark room, open the shutter, get the image with the flash of the subject 90 side light. Two mag-lights, one with red filter. one with blue filter. Make the second part of the image with a red light, make the third part with the blue light. Close shutter.
Techniques has been around for a long, long time.