Woodcraft stores have the dyes listed below which can be added to oil based finishes. The link is from the website.

Here is a link that might be useful: Trans Tint dyes from Woodcraft

I have not added stain or dye to Waterlox. I have used milk paint, mixed to a thinner consistency, as a "stain" under an oil finish. It did not impair the oil from absorbing and left a nice even finish on the wood. I did use Waterlox as a finish on my worst floor this summer and am thrilled with the result. The Waterlox will intensify the color of the oak and cause it to appear darker.

The people at our local Woodcraft are very helpful and informed about what they sell. It's worth a trip if there is one near to you.

You need pigment not dye. Look for UTC universal tinting colorant. Just a little dab'll do ya.

Does anyone know if you can apply Waterlox over shellac? I love the depth and the ambering that shellac gives, but it needs to be waterproof and slip-resistant as we are finishing (4) oak stairs inside the entrance to our house that lead up to our kitchen and the stairs need to hold up to wet feet, etc. Thanks.