There are no rainbow lightsabers in any S-T Wars movies. However, you can get a rainbow lightsaber at Zia Sabers. These are custom colors lightsabers not launched officially by Disney.

Tanel Ka Djo was a Jedi who used a rare crystal known as Rainbow gems in her second lightsaber. These crystals led to many colors of his lightsaber.

Rey buried the lightsaber to honor both her teachers, Leia and Luke Skywalker. She also buried the lightsabers to honor the end of the Skywalker legacy.

Rey was holding a yellow blade Standard lightsaber while she buried the blue lightsabers of the twin Skywalkers. Her yellow lightsaber might represent her connection with both Jedis and Sith lords, but it also meant a new beginning of yet another story in the S-T Wars Galaxy.