It is almost impossible to define “natural” food colors in one consistent way.
When it comes to colors coming from biological organisms, the definition has to be expanded or the word natural will lose all the meaning. Pigments may come from living or dead cells, but may be altered in some way to affect their usefulness.
Natural food color are concentrated volatile compounds. They are in high demand and are offered at the market leading prices. The different kinds of natural food colors are paprika oleoresins, anatto extract and the alike with different physical & chemical properties.