I think that E102, E104, E110, E122, E124, and E129 are in fact banned in Europe. I even bothered to remember the numbers, so I'd know what to avoid locally. Here in Israel we use the same names for these food colourings as in Europe, but they are allowed.
Notably, only one local chain sources M&Ms from Europe, so we buy from them. All other stores source M&Ms from the US and have these colours. You can see the difference in the candies.