Stars with 3 different Color?

What you are describing is called scintillation or twinkling. It has nothing to do with the star itself, but is caused by turbulence in Earth's atmosphere between you and the star, the star's light being deflected and refracted to varying degrees. It is visible any time the atmosphere is turbulent and all stars are affected, though the effect is most noticeable with bright stars at low altitude. Sirius would not be one of the stars because it is currently too close to the Sun to be observed.