mackrackit: This confuses me a bit. you say theres no need to worry with 5 LEDs on 12V but they could be a bit dim. Are you saying theres no need for any resistor? I wouldnt normally use a resistor in this case anyway.
Now the wheels are turning...
You tried 4LEDs across 12 volts with out a resistor. Put in a 220 or whatevere and see what happens to the color.

I know this is all a bit confusing. Maybe another reason not to run from mains directly. At least not untill you get all of this sorted out.