Life could be interesting in a lightweight TT in Colorado during the winter. Construction details vary brand to brand, and some TTs are light simply because they are small, but larger TTs sold as "ultralite" or "superlite" (as a marketing class) are made lighter by cutting dimensions on everything, and that includes thickness/weight or wall panels, roof, floor, windows.
For the use you are talking about, I would go upscale into four-season molded shell trailers, like the Bigfoot 2500 series, or if you really don't mind how much you are paying, the double-shell Oliver, which will still be F-150 towable. The Bigfoots are a bit heavier, but there are different sizes to choose among.
Airstreams are well made, expensive, but not necessarily built for four-season use. Still, probably better than many panel-wall ultralights.
