You're likely trying to dye the Valor Surcoat; this is undyeable. The item you're looking for is the Augmented Gallant Surcoat, which can be acquired by trading your Gallant Surcoat and 2 Gallant Attire Augmentations in to NPC Kakalan(22,5) in Revenant's Toll in Mor Dhona.

Be aware that Gallant Attire Augmentations are a three-star alchemy crafted item, and may require the help of another player or buying it off of the market.