I think that your idea of using colored pens is great. As to removing the white nylon strands near the tips where you singe them, I'm afraid it might not hold as well to prevent unraveling. It would require experimenting to find out.
I'll have to look at those markers next time I'm at the store.I've been coloring my ends on bracelets and other projects where I melt the ends. FYI I purchased the 80's Glam Pack from Sharpie. 24 colors and I've had great response from customers that I take the time to take care of that little detail. Hope this helps. Sharpie also make a Neon color pack to.