1) Every time I get to the traffic light, it was always at/on yellow.
2) The traffic light was never at/on green everytime when I was there.
3) Stop the car on/at red light.
1. 'at', 'on' or no preposition. We don't use 'yellow' for the middle light in BrE; it's 'amber' or, for some people, 'orange'.
2. The traffic light was never at/on (or no preposition) green everyspacetime (when) I was there.
3. Stop (the car) on/at redlight/at/on the red light
'Traffic light' is fine; we also commonly use 'traffic lights'.
Context is always important; labelling is rarely important.
I don't know what to say.
Suffice to. (this is correct in informal English.)