It looks like Ganoksin has a whole book on the subject online. On
doing a search for "agate+to dye" I came up with
I am not practiced at using the archives. I am sure there is an
easier way to get to it. In there (Introduction to Gemstone
Coloration and Dyeing) the chemicals are listed for making the
different colors. The method that this gentleman reccommends uses
chemicals dissolved in water. I do have a very old set of dyes in
powdered form that are to be dissolved in alcohol. But these may be
the ones he says do not give the best results.
Hope this helps.