If you want it badly enough my gut says it can be done via the headlight baking method - soften the glue, pop open the assembly, replace the yellow piece with one of your own making and put it all back together.No, the side marker portion cannot be changed by itself as far as anyone can tell. The only way to get clear sides is to buy E-code lamps. ($$$$)
It sounds more adventurous than it actually is. I did this on my Infiniti FX35 to put in "angel eye" lights and I replaced the amber sidemarker with a clear one.