I don't know of any headlight that has amber side lights. Nice idea.

I can recommend the Cygolite headlights with the screw mounts. It is very easy to mount them good and tight so they keep their position. There are two flashing modes. I like the "steady flash" mode which illuminates constantly at medium intensity and flashes every second on high.

For side visibility, you can do what I do. I use a Nite Ize Spokelit which mounts in the wheel. It runs on two coin batteries which last several months. It's not super bright, but because of the motion, it's a huge attention grabber. I've received compliments from it.