SureFire Kroma - Is there a Lanyard Ring for it anywhere?

Yup, that groove is where an A2-type lanyard ring is (was?) supposed to go. IIRC, the first Kroma's actually came with the plastic lanyard ring (A2's), but they were too small. AFAIK, they've never come up with one that fits.
 
Isn't the Kroma also the same diameter (body, tailcap threads) as the C series? Do disregard this if it isn't, but if it is, you could use one of the lanyard rings for the rest of the C series. It wouldn't use that gap in the tailcap, but instead would be a wire ring that fits between the body and the tailcap. It doesn't have the resistance to turning that the A2/etc. lanyard rings have, which can be quite nice, but it gets the job done.
 
...along those lines of coming up with lanyard attachment options, you can put a couple of o-rings filling the groove and attach a clip to them.
 
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