Take a SCART lead with a plug on each end, chop one plug off, feed through holes, refit plug. Other option is feed cable and fit 2 plugs, therefore first option requires half as much soldering.By colour coded do you mean the cable or the plug? Not that it matters much as the answer is more than likely not for both anyway. Even though the cables will be coloured there is no standard colour code so you'll need to do some testing. They'll pretty much all be mini coaxials with an odd single core for switching maybe, depends on the lead as some have all 21 pins connected, some only have the required pins connected to suit whatever they are packed with.
Other option, depending on what you need connecting on the end of it, is to use something else. You could run 3 RG59's through the wall and then solder phono plugs on and use some phono-SCART adapters. This would only give you composite and LR audio so if you want to use RGB and\or widescreen switching and\or remote device switching then this would be no good.
