With clear vinyl fabric, your best option is to dye it yourself. Get a dye meant for synthetic fabrics and do a few test runs to make sure you have the heat properly balanced and the dye concentration and color correct. You’ll need to be careful, as the dye requires high heat, but the material cannot take very high heat without melting or deforming. It shouldn’t take long to dye, however, so be sure to experiment.
If that doesn’t work for you, you can try using thin layers of a translucent spray-on paint to the backside of the vinyl. The issue with this is that paint often doesn’t stick well to plastic, and since the vinyl is soft rather than rigid, the flexibility may make the paint crack or flake.
Getting the iridescent look is going to be more difficult. The image you provided doesn’t have much iridescence, mostly just shine, but also appears to be digitally altered, so it is hard to tell. Most cosplayers from this series who use vinyl overlays on wigs use iridescent cellophane or giftwrap underneath the vinyl and mixed in with the wig to create the effect. If you want to attempt applying the iridescence yourself, there are a few options still. Iridescent paints exist on the market, but are pricey and difficult to find a true iridescent, rather than just a pearlescent/metallic sheen. Most of these are for use on cars, so I don’t know how they would hold up on a wig assembly.
You can also get some iridescent powders meant for nail art/creating faux nails, so if you can find a way to safely attach these to your wig (perhaps a thin, even layer of spray glue and then the power lightly sifted or dusted over the wig, taking care to not get large globs?), using a respirator as you do so to prevent inhalation and making sure the pigments do not come loose with wear, these might be another option. Loose pigment eyeshadow or mica could have a similar effect.
Lastly, if you don’t mind a thicker glitter appearance, using a fine glitter spray on the wig before applying the vinyl, especially if the glitter were in a color slightly off from the main wig color, you can create some interesting and sparkly effects.
I hope that helps! Good luck :]