According to Halacha, are there any issues of tzniut for a woman to wear certain types of makeup?
In general, I see it is accepted in the Frum world, but are there any types of makeup that could be problematic (especially for a married woman)?
Makeup has always be worn by Jewish women, as an example see the gemara in Moed Katan 9b
And a woman may engage in all of her usual cosmetic treatments on the intermediate days of a Festival. The Sages taught in a baraita: These are the cosmetic treatments of women that are permitted: She may paint her eyelids, she may remove unwanted hair [pokeset], and she may put rouge on her face.
As R Anthony Manning describes at length in his book on the topic (Reclaiming Dignity), tzniut is not just a question of rules but also of attitude, in relation to the local community. As such, a woman which wears make-up in a way aligned with her community is perfectly tzanua. Were she to wear overly aggressive makeup to attract attention on herself, in a way that deviates from local norms and customs, that would not be.
R Yitzchak Yaacov Fuchs writes it up in Halichos Bas Yisrael (vol. 1, p. 204)
Although it is proper for a woman to make herself up attractively when she is alone with her husband, she should not exaggerate when going out in public.