Period-colour (PC) and amplitude-colour (AC) relations are studied for the Large Magellanic Cloud (LMC) Cepheids under the theoretical framework of the hydrogen ionization front (HIF)-photosphere interaction. LMC models are constructed with pulsation codes that include turbulent convection, and the properties of these models are studied at maximum, mean and minimum light. As with Galactic models, at maximum light the photosphere is located next to the HIF for the LMC models. However, very different behaviour is found at minimum light. The long-period LMC models imply that the photosphere is disengaged from the HIF at minimum light, similar to the Galactic models, but there are some indications that the photosphere is located near the HIF for the short-period LMC models. We also use the updated LMC data to derive empirical PC and AC relations at these phases. Our numerical models are broadly consistent with our theory and the observed data, though we discuss some caveats in the paper. We apply the idea of the HIF-photosphere interaction to explain recent suggestions that the LMC period-luminosity (PL) and PC relations are non-linear with a break at a period close to 10 d. Our empirical LMC PC and PL relations are also found to be non-linear with the F-test. Our explanation relies on the properties of the Saha ionization equation, the HIF-photosphere interaction and the way this interaction changes with the phase of pulsation and metallicity to produce the observed changes in the LMC PC and PL relations.