Only if you have the lights on them so much that it interferes with their sleep cycle, or so close to them that they overheat. Then I've also read of adding black light to round out the spectrum for breeding birds. I havent' heard of this. I know they use them for supplemental night heat for lizards, but I've not heard that they are beneficial to birds. As I said previously, we still don't completely understand the nutritional needs of parrots.
Pellets are homogenous, every bite has the same mix of nutrients.
If you are feeding pellets or anything that has vitamins and minerals added, you shouldn't supplement in the drinking water. BTW, supplementation in water is mostly useless anyway as parrots drink relatively little water and can do with even less if they don't like the taste of their water. Better to sprinkle a supplement powder on their favorite fresh fruits and veggies. Also, any seed mix that coats the outside of the seed with supplements is useless. A parrot's dry tongue doesn't get them off, and the supplements are discarded with the seed hull.