No, red M&M’s were never made with a carcinogenic dye.
In 1976, M&M/Mars responded to publicity about the carcinogenic effects of red dye number 2 by taking red M&M’s off the market.
However, red M&M’s were not made with red dye number 2: The company acted because people wrongly believed that the dye was being used.
Red M&M’s have since been reintroduced.