Yes, if you have willing relatives, let them serve as your agent/leasing owner. However, they are subject to the laws of their own state, with respect to where they reside and where they register. Colorado, in particular, watches for tax avoidance in vehicle registration, and has come down hard on those they catch.
Texas is a relatively inexpensive place to register a vehicle (you will still pay sales tax) and the market for likely tow vehicles (heavy duty pickup trucks) is good in rural Texas and Oklahoma, where these trucks are used extensively on ranches. The savings on a used, moderately high mileage truck (compared to buying in California) could very well pay for a nice TT.