Comanche taillights are like Cherokee taillights -- the lens and the "box" are one piece. The lens is not a separate unit that can be replaced independent of the reflector. Aside from that, the Comanche taillight has a different shape and profile than the Cherokee taillight, so you can't even break the lenses off XJ taillights and put Comanche lenses on.
And beyond that, I thought all red tailights were illegal in Europe. If not, I have an off-the-wall idea. If your XJ is in the year range '84 through '96, the true European spec taillights (not to be confused with the clear "Euro style" crap sold here in the USA) have the amber turn indicator section in a different portion of the lens than the USA lenses. You could buy a used set of US-spec taillights and with some careful surgery cut out your amber section and graft in the corresponding section from the US-spec lenses.
Ours are red on the top half, then amber, then the white/clear backup lens is at the very bottom.
Another possibility is a pair of lenses from an early ('84 - '86) XJ Wagoneer, which are physically the same as Cherokee taillights and interchange with them, but are all red.