We do have the same issue. My son is dye free, chocolate free and now gluten free. We bring a dessert with us when we go to a party. Or make sure that they have ice cream.
I know your frustration! I wish the US would ban the Dyes so we can all breath easier.
I think that Most products at trader joes have no dyes and they have some wonderful deserts.
Other things we have, are the frozen fruit bars, or Italian Icees usually don;t have the dyes in them. There is a company called Yum Earth
Yummyearth.com that has no dyes, gluten , HFCS .. they are sold at target.
We used their stuff for Easter and other special occasions.
Good luck.
EDIT: yes, My son has told me the same thing that he can feel the dyes in his system making him feel off. And yes it takes 3 days to completely clear their system, if not longer
http://www.naturalcandystore.com/ just found this..