With relaxed hair you picked your poison: relaxing. So I'm afraid unless you want to loose your hair, or risk loosing it, you should stick with rinses. Try Clairol Beautiful Moisturizing Color. You can relax, shampoo then color with this semi-perm. You should be able to achieve a mahogany color tone with just this product, so long as you have not used a permanent color, or any type of black dye in the past.
They also have a gray coverage line.
There are other products but I have no experience with them other than a vegetable dye I tried once. It left my hair dry and without any shine.