For copies of Colorado return, you will need to apply to the Colorado Department of Revenue. If they don't have them, I guess that answers your question about 2018.
Please see this page where you can apply for old returns online or by mail. I was surprised to see that they say they keep returns for 9 years and 6 months (this is on the DR 5714), so maybe they have your 2018 return laying around.
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