None of the closed CGOs (cones, cylinders, spheres, ...) are ray traced from inside, even with two_sided_lighting=on.
python
from pymol import cmd, cgo
o = [ cgo.CONE,
0.0, 0.0, 0.0, # XYZ 1
0.0, 0.0, 1.5, # XYZ 2
0.0, # Radius 1
0.3, # Radius 2
1.0, 0.0, 0.0, # RGB Color 1
0.0, 0.0, 1.0, # RGB Color 2
0.0, 0.0, # Caps 1 & 2
]
cmd.load_cgo(o, "test")
cmd.set("two_sided_lighting")
cmd.set_view((\
0.885722756, -0.094252989, 0.454539150,\
0.136114433, 0.988856792, -0.060191222,\
-0.443803966, 0.115182005, 0.888687670,\
0.000002102, -0.000001657, -3.470972300,\
-0.120205641, 0.065616108, 0.809120178,\
0.470814615, 6.470813751, -20.000000000 ))
cmd.ray()
python end