Colour leads are not commonly available, and is often not as good in quality compared to cased colour pencils.Charcoal is not hard enough (I think) to made into lead form for lead holders. Water soluble leads I haven't seen in forms for lead holders.
Even if colored leads were available for the holders, I'd be shy to buy them without at least few different holders. indigo ad blues would show up with the yellows, assuming they leave some residue on the holder.
