There was a youtube video by Motor Week (video since removed ) of the NAIAS Detroit Show where the concept first appeared. 
An interview: at the 2000 Detroit Auto Show:   https://www.youtube.com/watch?v=1Oc9YPfMqRY

The yellow Concept Thunderbird was at the Wichita, Kansas CTCI Regional  over the 4th of July, 1999 weekend.  When talking with the design company personnel accompanying the yellow show car at the Kansas show that summer, they mentioned that the red and black were ready in 6 weeks.  All 3 are made of fiberglass and more fragile than a production car.

 I'm still looking in my boxes for photos of the Black Concept that I took in 2000 while at a CTCI International Convention in Chicago.  The black was sold at auction to a Museum/Dealership in Florida in 2003 where it still resides. The museum has not posted any current photos of the black concept Thunderbird, however visitors have spotted it there and have taken pictures.  UPDATE: June 2018.  It took me this long to find the missing box.  Only accidently as I wanted to reorganize the coat closet and found several unopened boxes from our move in 2006.  I will be adding those photos to this page.  Some are stereos.  If you have a stereo opticon or can "free view" them with your eyes alone, you will enjoy them.

  The fate of the yellow is still unknown.  Probably still with Ford?  The red became the Sport Roadster concept and has since been sold at auction by Ford (2010).  Whereabouts became known for the  Sport Roadster (Dallas). Update: was resold in 2015 and don't know where it went to.

Note the aluminum center stack in the red interior pictures.  Many owners have lamented the fact that Ford did not continue that treatment with the production cars, however, some owners have made use of aftermarket companies that cater to automotive interior decorating.