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Summary:

I posted a response from Land O'Lakes regarding annatto coloring in
their butter (added seasonally).  Their response was courteous (and I
think was intended to be helpful) but somewhat noncommittal.  I received
several replys, for which I thank everyone for taking the time, and I
have tried to summarize for you below.

Apparently the CSA listed annatto coloring as suspect a couple of years
ago.  I received several reponses to the effect of: "the CSA is wrong
about annatto coloring" according to an "international expert MD in
Celiac Disease from the Mayo Clinic" or annatto is considered suspect
"for no specific reason".

My concerns were more as what the extraction process might be.  One
reply stated that "water is added to the seeds and squeezed, the problem
is what is added as a preservative."  Another reply expressed the same
concern since according to her source "many natural flavorings are in
alcohol base" but could give no insight regarding annato coloring
specifically.  And this brings us back to the question:  Is the
distillation process effective in eliminating gluten from grain alcohol,
which is considered an individual choice.

The best reponse I received was the following link (check "Safe
Additives"):

     http://www.celiac.com/forbiden.html

Stan from New York