There are a huge number of options to what one might call ‘natural colourants’ but most depend very much to whether you are working to a natural standard such as COSMOS or Natrue or some other standard. For example in Australia, the standard of what is considered natural is very tight. Elsewhere this definition can be a lot looser.
Natrue has a lot of nature identical pigments and colours permitted for use in formulae. But the real problem is deciding what to use and when.
A lot of plant sourced natural colours are unstable - Chlorophyllins work best in alkali media, they go from green to yellow to clear in an acid medium. Something I wasn’t aware of when my boss wanted me to add Chlorophyllin to a silica gel toothpaste. It faded pretty quickly in stability trials
Curcumins fade very quickly - and go from yellow to clear in sunlight
Anthocyanins change colour depending on pH (they can be used as pH indicators)
Mineral pigments may or may not be permitted depending on your product, application and market.