Indigotine: The largest study suggested that it may cause brain cancer.
Sunset Yellow FCF: Animal test indicate that the dye causes tumors of the adrenal gland and kidney. Small amounts of several carcinogens can contaminate Sunset Yellow. The US FDA concluded that the coloring doesn't endanger humans. Also known to cause allergic reactions.
Stevia: High doses fed to rats reduced sperm production and increased cell proliferation in their testicles, could lead to infertility. Can only be sold in canada as a dietary supplement.
Information Source: Nutrition Action
Want help remembering what chemicals to avoid check out my quick guide to chemical additives.