I have the following Plot:

Apparently MMA uses ColorData[1,1] for the edges in all graphs. I already tried adding
ExclusionsStyle -> {ColorData[1, 1], ColorData[1, 2], ColorData[1, 3]}
but that doesn't help; it only uses the first listed color. Adding `Directive' only uses the last listed color:
ExclusionsStyle -> Directive[{ColorData[1, 1], ColorData[1, 2], Red}]]
Any idea how I can Plot the edges in the same colors as the graphs?
edit
The code, upon request:
sqw[x_, f_] := SquareWave[x f]/3;
Plot[{sqw[x, 1] + 2.5, sqw[x, 0.95] + 1.5, -3 sqw[x, 1] sqw[x, 0.95] + 0.5}, {x, -1, 4},
Axes -> False, PlotStyle -> {AbsoluteThickness[2]},
ExclusionsStyle -> {ColorData[1, 1], ColorData[1, 2], ColorData[1, 3]}]

