I was just at my small local 'co-op' grocery store (which is now supplied almost entirely by Sobey's - ugh) and spent a few minutes perusing the boxed mac and cheese (especially the Kraft) products and I see that ONLY 2 types of Kraft m&c 'dinner' (currently only the boxes labelled KD and containing 'shapes' for kids - underwater sea and abc's) have moved to annatto as the colouring agent.
The store now carries many 'versions' of Kraft m&c dinners it seems - whole wheat, extra 'veggies' (cauliflower in the pasta), spicy, white, etc. aside from the standard 'orange ... 'I grew up on it' variety. They varied in their ingredients - although most say 'cheese' is a part of their 'cheese' powder, that ingredient is always listed well after the 'whey'. Some of them had cellulose, others didn't. The boxes that still say Kraft Dinner on them all seem to contain something called tetrazine as a colourant. However, there was one good thing I noticed about the Kraft boxes - none of them seem to list any 'soybean oil', a substance I did find listed on the 'Compliments' (Sobey's store brand - often associated with Jamie Oliver whose name goes on some of their products) M&C 'dinner' boxes. Kraft purports to use 'butter' instead.