im pretty sure eyeshadow was originally bugs, like beetles shells and also butterfly wings have extremely beautiful iridescent powder on them.
This makes me imagine some of those beetles from the movie "The Mummy." Those ones that crawl under your skin and eat you from the inside out.
This is relevant:
Higher quality than most eye shadows I've seen.
Probably the only other animal with that quality of skin pigmentation I've seen in the Pacific Northwest are lizards and some birds. I'm sure you could dry and crush both of those with good results.
Ioanna, I was going to mention about using pomegranate, they have stained my fingers, but also causes them to collect dirt and turn them brown. Hopefully your lips don't turn brown!
Cherries stain pretty well. Raspberries too. I also give a +1 to beet juice with some kind of oil for absorption.