Hi, I'll be the first to stick my hand up and have an opinion.
"JDM" is literally Japanese Domestic Market. This means all motor vehicles that are sold in Japan. Many of these models have also been available in various other countries but there are also cars that were only ever available new in Japan.
JDM has become a way of describing the whole Japanese car modding scene in many countries which is probably ok if everyone knows the original meaning.
Yellow head/ fog lamps are nothing new. Years ago many European countries had yellow head lights as standard and yellow fog lights are thought to increase visibility.
However... The Japanese have always had (and still continue to have ) an amazingly varied and innovative car tuning and modifying scene. They will try anything and unless it is a total disaster it will become another sub-sub culture.
Back to your question. Coloured headlights, foglights, running lights are all very Japanese, along with insane camber or 10 foot long exhaust pipes, cars that look like cartoon race cars, vans that look like super heroes and trucks that look like Christmas or Transformers.
Google some of these words and see where you go.
Bozozoku, Garuchan, Dekatora, Shakotan.
Yellow headlights may be part of it but there's so much more !
To anyone else reading, feel free to put me right or stick your oar in.