Quoted from jeffspinballpalace:
How the heck do you light chain link inserts and what do the colors mean?
Quoted from flashinstinct:
From what I can tell they are linked to the modes, combos, missions, films. For instance, completing a combo 1 (ramp + scoop) (magenta insert) will light a magenta link. Other groups like film are cyan and things like jail escape are green. I'll play tonight to really confirm but from the top of my head that's what happens.
Three sets of links (left to right), Movies, Jail Escapes and Secret Missions. The are color coded to match the objective (Movies are blue, escapes green and missions pink). Missions and Escapes light when completed, movies when started. At that end of each section is a 'lock' that will light when the mini-magician mode is ready for that objective. Those locks also light in Turquoise to indicated how many trunkmb locks you have. Progress on Stage Modes is shown on the marquee and as indicated above will show Green or Red after attempted if it was completed or not.