Using a TLC5940 to control LEDs with different forward voltages
The TLC5940 requires a minimum headroom (anode voltage applied to LED) of about 0.7 Volts greater than the LED's Vfwd for driving 60 mA, and 1.2 Volts for 120 mA.

If the headroom is lower than this, the channel is detected as an open LED. Actually, "open" is detected at 0.4 Volts or lower headroom, but that's a minor detail.

In discussions on TI's E2E forum, it has been confirmed from time to time that individual channels (LEDs) can be sourced by differing voltages, as long as the headroom requirement is met. 

Another suggested method of reducing the surplus voltage across the TLC5940 driving transistors, is to use an external resistor for each LED, calculated to reduce the maximum current (if the TLC5940 were replaced with a short circuit to ground), to a bit over 10 mA more than the intended LED drive current. That way, the excess voltage is dissipated across each resistor, rather than across the LED driver IC.