Cashmere shawls are woven with a very fine thread, The wool comes from the mountain goat (capri hircus). Those goats live in the himalayen mountains about 7000 meters high. There very soft fluffy hair is hidden under the upper fur. This soft hair is combined out and is separated from the rough fur hair.
The natural colours range from white over grey until grey brown.
Pashmina is not a material name but rather a productname. "pashm" is a persian concept for "wool". Together with the knowhow of shawlweaving this concept reached India and was known as cashmerewool. Pashmina is not a protected textile name but became a concept in the fashion world. Very often the word pashmina is misused for shawls not containing a gramme of cashmere wool and made of artificial fibres.