I also dyed my hair several times during my last pregnancy, with permanent colours too. The reason why I had to dye so many times was because pregnancy hormones changed my hair, and it wouldnt hold onto the dye, and half of the colour would just wash out in water! (so I walked around with washed out orange hair a lot of the time, instead of dark red, LOL )
Hi, I'm an ex-hairdresser...here's something that isn't commonly known about hair colors.

Red fades a lot faster than any other color purely because the pigment molecules are actually much smaller than those of black, brown etc and the hair can't hold it very well. This also happens faster than normal if the hair is very porous to start with (ie has been prelightened) before the red has been applied.

As for not coloring your hair when you're pregnant, I colored mine throughout my first pregnancy and will continue to do so with #2. I believe that hair coloration products are fine, as long as you don't eat them.

That aside, I've cut caffiene and alcohol from my diet as well....I can't stand the smell of cigarette smoke either, so that's a good thing I guess, especially for an ex-smoker!!