Yellow
It might seem like an odd choice for dessert, but turmeric is the winner for natural yellow dyes. The taste won’t be noticeable at all, and it’s anti-inflammatory, antioxidant, and shown potential in treating a wide range of diseases. To make your turmeric go further you can blend it with a fat like beet powder, or boil a teaspoon of it in 1/2 cup warm water until it's reduced by half. Adding more turmeric will get you a deeper, orangey color, and to go redder you can experiment with adding tiny amounts of beet powder. Be warned- turmeric will stain absolutely anything it touches.