It isn't natural but I just experimented with staining a bunch of shafts using a blue RIT dye. Made up about a quart and put it into an old corked wine bottle. I painted it on with a brush, let it dry and then steel wooled the shafts to remove the whiskering. Then I coated the shafts with a mix of 3 parts linseed oil, 1 part turpentine and 1 part vinegar to protect the wood. With RIT dye you can get almost any color that you want and you don't have to worry about it fading. I should have enough made up RIT dye to stain a hundred shafts.
BTW, dowel rod shafts from Lowes take the color differently than Green Ash shoots. That is all that I have played with so far.