Coloring your hair saturates the cortex of your hair and makes it swell. This will make your hair thicker. Avoid hair products with sulfates as they may cause thinning. That said, your hair and scalp are absorbers of everything you put on it so if I was going to color my hair to thicken it, I would start out by rinsing with warm water and apple cider vinegar. I would then go with natural dyes such as henna for dark dair.

I have never tried it but rosemary and sage tea is supposed to color hair naturally. Another interesting way to color hair is to rinse with coffee and tea. In either of these two natural coloration of hair the effect takes time. You might make up a gallon in a glass apple cider jug and pour it into a cup to rinse every day for a few weeks to see if is absorbed by your hair.