There are super strict laws here in the UK about food additives and we certainly dont add dye to butter.
Why is British butter so yellow?
Why is British butter so yellow? Yellow butter is produced by grass-crunching cows, because they're taking in lots of beta-carotene from the great outdoors. Lush, green British fields are ideal, because there's so much for the cows to tuck into – so butter from the UK is often a particularly rich yellowy colour.
For places, back in the old days before laws, that produced particularly white butter, they MAY have added annetto, which is not a carcinogen.
Margarine may be dyed.....I wouldnt know, as I dont touch the stuff because the whole product is carcinogenic......items such as I Cant Believe its Not Real Butter and even Lurpak Spreadable.