Electrochromic Materials, electrode setup
I will answer your last question first, this is very material dependent. Not all materials will be electrochromic. It is a very specific effect where the material has different oxidation states that have different absorbance profiles(colors if you will). The most common ones are conducting polymers (https://en.wikipedia.org/wiki/Conductive_polymer) since these materials have different oxidation states that have vastly different electronic structure. 

Two electrode electrochemistry can get pretty hard to understand. Two compare your setups 1 and 2, the main differences are the electrode area and the electrode distance. Other than that, the two are the same. So, yes, electrochromism will happen in setup2 as well. However, it is hard to predict exactly where it will happen and to what extent. It all depends on the material you select, it's resistance and doping characteristics. In either setup, it will start at the electrode and work it's way inward, obviously, setup 1 is more advantageous with the larger electrode area and shorter inter-electrode distance.