Look for natural pigments from pottery studios. They tend to have the most variety and the best prices,
online purchasing tends to be expensive. As Gerry said, cement pigments can work as well. My finish clay plaster is a simple recipe I got from the talented Sigi Koko and I have used it as the finish for my entire house.
4 qts
water
7.5 qts white kaolin clay
16 qts masonry sand sifted
1/2 cup pigment
1 qt wheat paste
makes about 5 gallons
You will notice this has no fiber in it. It is a finish plaster and needs to go on thin. Make sure whatever pigment you use stays under 15% of the binder (clay), or it will dust. I try to aim for 10% normally. The above recipe has 12.5% pigment to binder ratio.
More photos! Looks beautiful.