Caramel coloring is frequently used in beverages including scotch whisky, tequila, cognac, and rum to darken them for consistency between batches and/or to make the beverages appear older.
Caramel coloring may be derived from malt syrup [link]. Some imported products may contain caramel coloring derived from gluten-containing sources such as malt syrup. Though highly-processed, some celiacs complain of sensitivity to them. At this point it is not guaranteed that products with caramel coloring are always gluten-free.