To get dubbing in a color you can't buy you're going to have make it yourself, which will require some research. If you're lucky you can find a recipe for the proper color mix in a reference book (Hatches II, et al). Lacking that you'll need a photo of the bug you're trying to copy - or even a real life sample. Some experimentation will have to happen before you get the color just right.
Fortunately, mixing dubbing is easy to do. Start with the colors of dubbing you'll be mixing together, in the correct proportions. Here, I'm mixing up some dubbing to get the color of the Whitefly (Ephoron leukon) nymph which calls for 1 part cream; 1 part yellow; 2 parts brown.
Now shake the jar vigorously for at least a minute or two. You'll see the colors of the dubbing begin to mix together.
Remember, nature is rarely perfect so a few mild streaks of color in your mix is fine. Also note that you should let the dubbing air dry for a while. Some mixes will change color a bit after the dubbing is completely dry. Certainly make sure it's totally dry before you store it away in an air tight container or bag!
Mixing dubbing to a custom color (once you have the proper recipe) is quite easy. You'll be able to tie flies that match the color of the natural bug more closely than anything you could buy in a store or from a catalog. Happy mixing!!