I like the idea, but I see a couple problems with your current design that will need to be worked out...
1. The Diode appears to attach to one piece, while the driver is attached to another. This becomes a problem when trying to first solder the wires to the diode and driver, and secondly while trying to screw the two pieces together.
2. I like the finned design of the heatsink if for nothing else than just for looks. However, because this is being put into a basically sealed container you will actually get no benifit from the fins as there is no airflow, you would be better off for heatsinking purposes to use a solid heatsink design instead, that also makes it easier to manufacture.
3. The heatsink to be effective needs to be in tight contact with top of the chip on the driver, based on your image this does not appear to be the case.
What I would really love to see is a Plug-n-play style module. What I mean by this is that instead of requiring a solder job to the diode, why not create a module that accepts the pins by being pressed or plugged into position.
For example, Lets assume a similar design. Instead of the threads on the piece you currently have setup to press the diode into, you could flare out that end but leave it smooth. This would allow you to plug it straight into the receiving end without having to twist it. You could then fit a nut or cap over your diode piece, that will thread into the driver section, this still allows you to get a tight fit, but without requiring any turning of the Diode in order to accomplish this. Another added bonus to this type of setup is that it makes the replacement of diodes much easier and safer for most consumers. When you want to change out the diodes, simply pop the old one out, press the new one in, plug it back into the driver, screw it together and off you go, no soldering or other changes need be made.
The Driver portion of this module would need to have an adjustment made at the top where the two sections are pressed together. If you put the threads on the outside of this module it will allow you to use the nut/cap idea mentioned earlier and should not otherwise impact the design. The real key here is going to be the plug area. You could mill the case plug as part of the module so it would actually be grounded to the case as designed. The other two modules need to be seperated so you'd have to fill the rest of the top with some non-conductive material but with some sort of plugs in the proper locations for the pins. I would guess this could simply be done with some form of Apoxy. The inside of those pins could be attached to a couple of wires, these wires would then need to be soldered to your driver and the driver then placed.
Anyways, if I was designing a module, those would be some of the key features I would try to work out. If you ever get anything put together like this by all means let me know and I'd buy it in a heartbeat.
For the heatsinking of it all: Do not worry too much about the exact distribution or shape of any fins. In real use it is not that big a factor in actual performance, despite the sometimes exotic designs for some 'performance' cpu coolers and such.
There is no use in make fins/ridges thinner than a few mm really, since there is just no significant added convection or radiation. The only way to make it perform better is to make it larger, or use forced air cooling.
One thing that is commonly accepted to be beneficial is to use fins that taper, so that they are thicker near the body you try to cool, and have thinner ends. The chief benefit is that is saves material/weight though, which is useful for cast heatsinks, but no good if you need to make them from a solid piece in the first place.
Interesting design, but the problem is the contact with the chip. If I am correct, the biggest concern for heat, is the chip on the board . So in that design, you would need to somehow get the chip in direct contact with the heatsink, which I guess could be solved by an extra piece of copper or aluminum. Very nice render btw.