There are many types of pigments made for paint, food, fabric, cosmetic and finally plastic pigments. I guess we need pigments made for plastic, or at least pigments which won't decompose, burn or lose their properties at the temperatures inside the filament extrusion machines (around 240C).
So what type of pigment are we looking for (does that type have a name?) and where can they be found (off-the-shelf from some specialized paint store or is it a more specialized pigment for plastics which is harder to source)?