Hi Jai,
" What about deep, dark, red? Do any varieties approach that? "
You might be able to call Benary's Giant Wine a deep red.
http://www.johnnyseeds.com/flo...
Otherwise, for a blood red, Benary's Giant Deep Red is a candidate.
http://www.johnnyseeds.com/flo...
Improving zinnia colors is one goal that both professional and amateur zinnia breeders can do. I like the metallic sheen that one of my scabiosa recombinants exhibited.
It also had a blue-ish look. Zinnias can be full of surprises.
ZM (not associated with any product or vendor mentioned or linked)