This rare type of can be found in randomly spawning Holiday Gift-boxes and can be obtained by creatures like Arctic Mirus, Blizzard Chizzards and Rambeaus during christmas-season - like from December 14th 2015 until January 13th 2016. Occasionally also recipes for these colored lamps can be occasionally discovered in Holiday Gift boxes during this time, so after discovering those you can craft the lamps yourself. Even afterwards you might be able to get a recipe from other players if they still have a surplus left after christmas-holiday.