I am not a brainiac with this, but I know to just steer WAAAAY clear of any lipstick that lasts long because it usually has cancer causing ingrediants (Mainly expensive brands) And waterproof mascara is harmful to your eyelashes.
I know I am not much help, sorry.
Unfortunately, a lot of those ingredients are in other cosmetics as well. To be free of all chemicals, you would need to get them at a health food store, even then, you need to read the labels, but, for the most part, you are pretty safe.
If you are really worried, I would send your products back and try the "natural" products instead.
I don't really know this product. One place that has useful information online is called the Environmental Working Group. This site compares a lot of personal care products that people use.