For pink, dilute Fiebing's oxblood dye at least 50% with denatured alcohol or isopropyl alcohol. The shade of pink you get depends on the ratio it is reduced with the alcohol. Additionally to get the most even coloring, spraying with an airbrush or dip dyeing will give the best results.
Light grey can only be achieved by diluting black dye as described above, and as thin as it is at that point, the color of the leather will show through giving your grey a taupe color.
Natural veg tan is already beige so if you're looking for old lady undergarment beige, you might be better off looking for chrome tan leather. You picked some difficult colors and all of them will darken with time on veg tan leather, especially with how thin the dyes will be.