As you cite, 250.119 does say 'where the conductor is accessible.' This certainly seems to include every pull box and LB, regardless of whether there are any splices or connections made.
Personally, I'm not going to lose any sleep if the wires are marked only at their ends. Yet, the requirement - limited as it may be - is there.
As for buying colored wire in anything besides reel quantities of the smaller sizes, that seems to be something to be determined by the parts house. While I cannot speak for other areas, one can forget about getting lengths cut in any color but black in Reno.
