I don't live in Colorado but I do have winter camping experience...
Colorado weather is really weird. COLD and lots of snow and then all of a sudden warm. Not at all like Michigan (where i've done my winter camping). here it's just COLD for six months and we get a little snow (usually less than 20 feet)
Have you camped in winter before, camped where it is 0 F for several days at a time, with strong winds?
Anything is possible, given enough resources.
Things to consider: even the best built most expensive RV is poorly insulated and equipped to deal with winter compared to a stick built house. This mainly means heat loss, but also stuff like frozen plumbing.
You'll burn a lot of energy fighting the cold, both propane and electric. Energy gets expensive, is spending several hundred a month on energy in the budget? Will wherever you're staying let you have a few 100+lb propane tanks delivered to your site?
Are you handy? Can you crawl under your RV, open up the underbelly and inspect the plumbing. Don't trust your dealer or manufacturer to have installed an all-season or cold weather package. The guys slapping these things together in Elkhart don't know what quality control means. Even with a cold weather kit, you'll likely want insulation if not heating on your plumbing. A single duct into the underbelly from your propane furnace works fine to keep stuff limber in the 20s maybe even teens, but it gets a lot colder than that in Colorado. Plus if you're heating the cabin with electric, the propane might not run enough to keep the belly warm.
There's a lot more too...
2013 KZ Sportsmen Classic 200, 20 ft TT
2020 RAM 1500, 5.7 4x4, 8 speed