Basically all coloring stuff is dangerous, everything containing Exxx color should be avoided... I just don't know if it's dangerous even the red color got from the insects...
About children and behavior issues, it's clearly written here in all packs containing colors that it will cause concentration issues and stuff like that on kids...
I agree with you, most of food from supermarket is trash, ultra processed, full of stuff to make it last 3 years, sugar etc...
Yes use natural colors