The voltage regulators you are looking at are referred to as linear regulators and they consume the same wattage as resistors they just change their resistance to ensure that the voltage output is steady. You can basically think of them as a changing resistor.
There are voltage regulators which are referred to as switching regulators, they work using the same principle as LED drivers so they are up to 90% efficient at reducing the voltage from your input voltage of 13.8v down to a voltage of say 5v then you would use a resistor from 5v to give your desired current on your LED.
this link might give you a bit of background into switching regulators
A beginner's guide to switching regulators
you mention you haven't found any drivers that go from 13.8 to 2v and 3v3, well here is the regulator for you,
Digi-Key - 102-1898-ND (Manufacturer - VLD24-300)
have a look at the datasheet there is a bit of info about the circuit / how to hook it up
if you want to search around more digikey has a lot of different regulators just search under "led driver"
Note digikey also have many switching regulators which will do your high efficiency voltage conversion if you want to use that method.