You can add any alcaline resistant pigment to whitewash. As long as it makes up only a small fraction of the wash, it should not interfere with its properties. I just tried "Whitewash pigment" in google and got some interesting looking hits on the first page. I would probably try some finely ground charcoal, if i wanted to make my own pigment. Another way is to stain the finnished wall after whitewashing. This looks less homogenous, a bit more like watercolour, which can be really nice.