I've been using Watco stains for decades to match new work to existing trimwork and cabinets as well as furniture. I don't know if they still have the same selection of wood colors, but I used colors such as Fruitwood, Walnut, English Oak, Mahogany, Light Oak, Cherry, and others that I don't recall. I mixed colors to achieve the desired color. The thing that I liked about them is that they were a mixture of mostly dye stain and just a little pigment stain so they didn't muddy the grain the way that pure pigment stain often does. The other ingredients in the Watco products that I used were BLO and a little polyurethane varnish. My local Ace Hardware store doesn't carry much Watco stuff these days.
I've seen OB Shine at SWAT and the local Rockler's and Woodcraft stores, but wasn't impressed enough to buy it although some other turners in my club do use it. I'm not too crazy about mixing shellac with oil, but that's just my opinion which is worth about 2¢.
If you are thinking of using bright dye stains such as Chestnut aniline dye stains that have a small amount of shellac binder, TransTint concentrated liquid aniline dye, or TransFast powdered aniline dye then you will be restricted somewhat by any finish that contains shellac as well as what colors will give the results that you want. Even Super Blonde shellac still has a light amber color and of course BLO is a darker amber color. All liquid shellac finishes contains DNA because that is what is used to dissolve shellac flakes. The DNA is also what can mess up wood that has been dye stained especially with a friction finish because most aniline dyes are soluble in alcohol.
If you are familiar with an artist's color wheel, it can help you with subtractive coloration. Even very light wood like maple isn't close to white. Think of it as a light yellowish tan. Also most finishes have an amber cast. So suppose that you wanted to dye a piece of maple blue, but since it is being combined with amber the final result will be green. If you used pink or red, the final result will be orange or reddish orange. If you tried purple ... well the human eye can't see yellowish purple or purplish yellow so it would be seen mostly as dark with a purplish tint or sometimes a yellowish tint.
There is a way to use the colors that I mentioned and that is to remove almost all the pigment out of the wood to make it much lighter and almost white ... by bleaching the wood. You can't use chlorine bleach or oxalic bleach to do this, but a mixture of sodium hydroxide and hydrogen peroxide will do the job. It's a bit much if you are only doing pens, but here is a link to a tutorial that I posted for
making your own two part wood bleach.
If you go the bleaching route, it is imperative that you use a finish that is crystal clear or else you will be adding Amber back to the final result. Mostly I use Deft rattle can nitrocellulose lacquer, but it can yellow slightly over years of exposure to sunlight. Pure acrylic lacquer will remain crystal clear.
Finally, I have a problem with using shellac on something that will be handled such as a pen. The reason is that oils in the skin as well as lotions will soften a shellac finish over time and make it drab looking. Bottle stoppers may be even worse if a shellac finish is used because there is a good chance that alcohol will get on the stopper and dull the finish.