Hi,
Sorry I was not around to post before. You do not need to worry about the celosia as it is a relative, but not close enough to cause a problem. I'm not positive about the A. caudatus. The Hopi Red Dye is A. cruentus. Most species do not readily cross, but with some flowers that does not hold true.
I hope you figured out when the seed were ripe. For other reading this, the flower head begin to dry and if you shake the flower head or lightly rub between your fingers the seeds come out easily.
Using a big paper bag to shake the heads into works very well.
Remy