You can do an initial colouring underneath the rigid collodion using something like eyeliner/eye pencil in the colour you need. I know youtube has a lot of tutorials in regards to increasing the depth of the scar.
You'll also gain depth with the more layers you put on. Just remember to let each layer dry fully as you go.
And yes, you an apply makeup over the top, just be sure to be gentle when you're applying it so you don't run the risk of lifting the rigid collodion.
As far as underneath goes, I don't think something like greasepaint would work, as it needs to be able to bond well to the skin in order to pull in and create the puckering effect.