If you want an overvoltage protection you need to replace D4 with a Zener
diode of a voltage slightly below the PIC's supply voltage, e. g. 4,7 V.
D3 is superfluous.
R2 should be chosen so that 1..3 mA flow at the lowest voltage and that the
current at the highest voltage does not overheat the diode. A small
capacitor in parallel helps against voltage surges from the diode when it
switches. The capacitance has to be a compromise between small capacitance
for fast reaction time and high capacitance for efficient surge suppression.
You will have to use trial and error to determine it.


The gate of a FET transistor is capacitive. Check whether the PIC has enough
capacitance drive capability for the FET you choose. Efficiency will be only
marginally higher.


You could also express it as "PIC will be obliged to give more current". In
your former schematics the PIC only had to source the base current for one
transistor. Now it will have to sink the current of two LEDs on top of that.
The PIC has to dissipate more heat than before. That is no advantage.