Surefire lists the KL5 as a head that can be used on a 9P or C3 so I would say it is safe to use with 3 CR123's which would make it safe to use 2 RCR123's.
You want heat, and bright light use 3X CR123's or two RCR123's. SF says ok, but why I do not know. The KL5 uses a current regulated boost regulator where voltage in from battery is supposed to be lower than the vf of the led. The vf of a lux V LED can be in the range of 6-7 volts. 9 volts, or close to 9 volts will direct drive the led, the circuit will not be regulating until the voltage drops to 6 volts or so.
I have a great KL5, probably has a low vf Lux V, and use it with one 18650, or one 17670, and it boosts the voltage perfectly, running the KL5 in perfect regulation (bounce with light meter). The 3X CR123, or two time LiIon runs the KL5 too hot. Some CPF'ers have had good luck with this configuration and I believe that the vf of their Lux V's is fairly high, allowing the voltage of the 3 cells to sag significantly and allow the KL5 to run in regulation. If I wanted to run a KL5 with more than 6 1/2 volts I would mod mine with a WXXT binned Lux V, the higher the vf, the better.
Bill