Reds we can do; and in Scandinavia there's a fungus that gives a beautiful blue dye, that's more fast than our woad. It's a substantive dye too, so it'll take on wool, fur, hair and linen and silk.
Yellow's pretty commonplace, but if you use good strong yellow then it'll overdye blue to give green. If you overdye red with blue you get purple ....
On t'other hand, synthetic dyes are very common and pretty straightforward to use, if rather polluting.
cheers,
Toddy