Sounds like the quite useful "biceflux" enamelled wire - haven't seen that name for some decades now but used to be a "thing" - at soldering temperature the enamel readily melted and actually fluxed the soldering process.
Possibly so, but not relevant to this situation where there is only one data wire. Not sure about your comment regarding "slowing the clock" in this situation.
What is particularly amusing in regard to your need for minimal LED mounting on wires is that these arrived in the mail yesterday.
Not sure whether they are quite as small as you wanted and not practical to mount them "end-on" as you have, but does answer to your general description of minimal pre-wired LEDs.
Yet to try them out ...