>>> Cochineal is banned apparently and is not available to buy
It's not banned, per se. It's only the name that has changed. Ever since E-numbers were introduced to indicate food safety, cochineal has been alternatively known as 'E120'. That product is still freely available but it can no longer be called 'cochineal'; the new name for it is 'carminic acid' (or simply 'carmines').
Alongside curcumin (E100) and lutein (E161b), E120 continues to be a used in nearly all products branded as 'natural red food colouring'.