>There were a number of dyes available in the Neolithic.<
Trouble with dyes BN (vegetable ones at least) is that they're not very stable; OK for your Neolithic woollies but they wouldn't last very long on an exposed stone.
And to answer Peter's question, "What do we know about Neolithic paint?"
Well, I guess it was not dissimilar to paint found in the cave paintings at places like Lascaux and Altamira (mostly natural coloured earths) and though most of those are 'warm' colours there are some quite spectacular earth blues and greens found in some parts of the world. The chief exception to inorganic pigments is carbon (providing a black pigment). Trouble is all these ancient pigments were probably bound together (to form a paint) with animal glue, and once the glue has broken down (and it would do so very quickly on an exposed stone) the pigment would just fall away. The exception to a paint/pigment falling away from its support might be if the support was of a porous material like wood (where the paint has a chance to be absorbed and held by the fibre); again, though, it wouldn't have lasted very long (a few years) outside.