As I have already said the first figure,
the clock line is not connected so no communication
with TB2726 will take place.

In the second diagram
the total resistance is 3Kohm which will pass abt
only 1mA current in the LEDs so they may light very
dimly. If you want increase the current to 4mA then you
have to decrease resistance to 750ohms but that will
be excessive for the port pin. As such this scheme is
not advised. You can instead reverse the LEDs and with
680ohm resistor use port pin to sink about 4mA when it
is low.
In the third diagram the pull up resistor R1 1K is
totally unnecessary and R2 with value about 680ohm or
above will work.

For working with time delays as PWM you must configure
it as interrupt routine and change delays before every
interrupt as per requirement of PWM value. However this will
tie up micro for that routine solely and wont work independently
as the hardware PWM works.