It says it was last updated in 2012 though, so might be outdated.

According to their table, the food colouring “Quinoline yellow FCF” aka “D+C Yellow No 10” (E104) is allowed in food in EU, but banned in food and beverages by the FDA. (Although, I read elsewhere the FDA does allow it in cosmetics and medicines, and that it is also disallowed in food in Canada)

Per the table, other food/beverage additives allowed in EU but banned in US include vegetable carbon (E153) and cyclamate (E952).

Furthermore, E122 (Azorubine/Carmoisine), E124 (Ponceau 4R), E142 (Green S), E151 (Brilliant black BN) and E155 (Brown HT) are all food colourings which are not explicitly banned by the FDA, but no manufacturer has ever applied for FDA approval to use them in food, but they are approved in the EU.

Everything in the table is allowed in Australia/New Zealand - the two countries have common food standards.