Consumables and wearables that are coloured, preserved or flavoured use additives. Those additives are either natural or synthetic. The problem with that choice is that many synthetic additives are known SVHCs (Substances of Very High Concern) and the natural additives sometimes come from places you wouldn't expect. If you are a vegan, it pays to check.
If you read any of these names on an ingredients list - carmine, crimson lake, cochineal extract or natural red 4, you can be sure that there's a little powdered female Cochineal bug from Peru or the Canary Islands. Cochineals (Dactylopius coccus Costa) thrive on prickly pear cacti, and plantations of them host the bugs, who are dried, crushed and dissolved, to become carminic acid, the pigment that eventually becomes carmine or cochineal extract, depending on processing. It takes about 1 million insects are needed to produce 1 kilo of dye.
Cochineal extract, Carminic acid is used to make red, pink, and brown colours in products like lollies, yogurt, cakes, ice cream, beverages, drugs, and cosmetics. It is also used in meat-based products, fruit preparations, sausage casings, sauces, marinades and colouring surimi (fish & crab) sticks.
When you work your way through the actual production and different derivatives of cochineal on (Science Direct), you start to realise that the insect part of the equation is fairly tiny. The rest is a chemical cocktail of acids, alkalines, alcohols and aluminium lakes. The make up depends upon the final use of the pigment and the specific colour you want to create.
Even as it's percentage of total content is low, because Natural Red 4 is Insectivore, it isn't suitable for Vegetarians, Vegans or Halal. It is also an allergen and in some individuals it has presented anaphylactic shock.
The cleanest choice is of course is always going to be to avoid colourings, preservatives, flavourings and additives period. But that isn't always possible, so it's moderation. While Natural Red 4 is really an insectivore based chemical colouring, the alternative synthetic red dyes such as Red No. 2 and Red No. 40 carry known health risks and are derived from either coal or petroleum by-products. Sounds like the devil and the deep blue sea to me.