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Afterthought: I suspect that the iron oxide, in addition to pigmenting the paint, acted as "filler" that improved the mechanical strength of the organic matrix (mostly crosslinked linseed oil)

This is certainly true. Any pigment adds to the UV resistance of the organic matrix or film and metallic pigments give body and strength. Modernly, iron oxide pigments are "fired" to achieve the exact shade desired and generally red iron oxide has a slightly purplish and darker hue compared to the brick-red of rust. Yellow iron oxide (yellow ochre) is fired at a lower temperature and is added to red iron oxide to achieve venetian red in typical paint store pigments. The difference in the chemical nature between the two is observed in the fact that red iron oxide is easily missible in water but not very much so in oil, whereas yellow iron oxide goes into oil readily. The original pigments, I believe, were mined from the ground and various regions of Italy like Umbria have been the basis of the names of certain pigments. Ordinary clay can be a very suitable pigment for linseed oil paints, and in fact the orange clay that yields terra cotta is quite powerful and tenacious. (Don't clean your equipment in the bathtub.)

Lead oxides remain unsurpassed in performance (and of course toxicity) in conjunction with linseed oil. They are a better catalyst than iron and create an amazingly tough film. I remember once trying to free up a door jamb of 100 years of paint and the lowest layer was almost impervious even to a sharp chisel. Burning it off worked, but the smell and taste let me know it was lead pigment.

The source of white pigment in the 19th century was probably chalk, white lead, zinc oxide, or just any white mineral. I don't know the process of deriving casein paint, but it seems unlikely that straight buttermilk would do the trick. The protein from the milk is the binder and as far as I can tell it would have been used for interiors, but I could be wrong. By necessity it would have required some lead or zinc content to kill the mildew and fungus.

And what about that Japanese egg-based medium, tempura? (battered and fried)