All the bi color, and multi color LEDs, especially through hole type, only come red and green. Or red green, and blue. And there's none with yellow. I know as a builder and designer of outdoor model railroad signals, and live steam scale signals, this would be a godsend if they were available. Also the red is so dull, they're hard to see, even with stepped lenses. To get them to mix with green, you have to put so many resistors to get red and green to blend for yellow, that you lose light. What's an alternative?
There are few tri-colour LEDs with yellow, because you can make yellow from red and green. This is the way that all multi-colour LEDs work for most other people on the planet.
If there is a problem with your specific LED, or your specific eyes, then that's a problem that has to be addressed by getting a new working LED, or visiting the optician.
According to wikipedia, 2% of males have protanopia or protanomoly, an absence or a shift to higher frequencies of the red receptors, which would render red LEDs 'hard to see'.
There are tri-colour LEDs with yellow (RGY or RGA). In fact some manufacturers (for example Kingbright) will offer you to make a custom LED with the colours you like.
Your question sounds like a hobby question, so probably your inquiry with Kingbright would end in the LED not being produced because you aren't buying enough of them for a long enough time, but that is a different problem.
You haven't quantified what "high intensity" means in terms of any measurable quantity, so I can't comment if the available products would meet your requirement. Then again this drifts a bit off-topic for this site.
Another approach would be to use a LED driver with settable currents for a RGB LED (like this) which lets you fine tune your colour and intensities, but I guess that is a bit too involved for a simple signaling light.