Medieval books reveal the extreme methods with which artists achieved their reds (theparisreview.org)

For a brief history of all the other colors, I recommend looking at this veritable hokum post[0]. Make sure to look at the expanded timeline with explanations below infographic.

[0] http://www.veritablehokum.com/comic/mummy-brown-and-other-hi...

There's a mention of Mexican cochineal, but nothing about what it supplanted in Europe, the Polish cochineal, which was traded widely in Europe.

https://en.wikipedia.org/wiki/Polish_cochineal

I also found this bit from the MET:

https://issuu.com/metmuseum/docs/cochineal_winter_2010_bulle...

And for a much broader look at artists' use of color over time, check out the book "Color A Natural History Of The Palette".

[0] http://www.powells.com/book/color-a-natural-history-of-the-p...