They've found paint at the dolmen de dombate in Galicia. From memory it was built, painted and then the lower half was buried in a contempoary mound so the paint was protected.
It now has a rather flimsy taupaulin over it, hopefully they'll get funding and permission to preserve it properly soon. They have some lovely artists impressions of the museum they want to build but it is Spain so who knows when it'll happen....