Dyes for polymers are used in minute amounts so they will keep the density.
Fine, I've done my part, other forum members shall answer the powder-to-rubber-to-hard plastic part.
Joke besides, the same compound being a rubber or a hard plastic, that's not common. Presently I think only of latex which becomes soft rubber with a bit of sulphur (
vulcanization), or becomes hard rubber with much sulphur. "Hard rubber" is really hard, it makes clarinet mouthpieces for instance.
http://en.wikipedia.org/wiki/VulcanizationSilicone never gets hard. I can't tell for polychloroprene.
You probably ask too much. A rubber or a thermosettig polymer depending on the intensity of cross-linking does exist; I'm not sure you can choose the colour (or at leat, the palette is limited), and demanding a liquid and a powder initially (latex and sulphur) is probably too much, full safety as well. Rubber from latex fits more or less by chance, but would there be others?