In addition to your joint federal return and your joint HI state return (since both of you are HI residents, you should have also filed a CO non-resident return for your income only. Then HI state gives you a credit for any taxes paid to CO.
If the same is true for your 2018 taxes, then you don't file "ANY" return until you have completed 'ALL" returns and are satisfied with the results. Additionally for 2018 you complete all non-resident returns first, and do the resident state return last. This is so the program will figure things correctly in crediting your HI tax return for any CO taxes paid.
Now, when did you start working in CO in 2017 and exactly what was the gross income from the state of CO? Additionally, you very well may be exempt not only from paying CO state taxes, but also from having any CO state taxes withheld from your CO earned pay. See https://www.colorado.gov/pacific/sites/default/files/DR1059.pdf
Finally, I highly recommend you take all this information to the base legal office in Jan 2019 to help you straighten out your 2017 tax filing with the state of CO if they deem it necessary. (Yes, they will deem it necessary in your case) so that if any CO tax was withheld in 2017 and 2018, you can get 100% of it refunded to you. The TurboTax program does not include the forms necessary for you to "fix" this. But help from base legal will be free.
Note that during tax filing season base legal offices take on additional help in the tax arena and train that temporary help specifically for military situations, including those exactly like yours. Generally appointments are made in 15-30 minute increments, or 45-60 minute increments. The shorter ones are for the single guys with a simple return, while the longer appointments are for married folks in situations exactly like yours. You will need to call "EARLY" after the new year, because appointments fill up fast. Generally base legal will be open extended hours during tax season specifically for tax related purposes and appointments only.
As for getting any CO taxes withheld refunded to you 100%, check out the form at https://www.colorado.gov/pacific/sites/default/files/DR1059.pdf
You'll need to fill out two copies at least for each tax year. One for your employer and one for the CO Dept of Revenue which has to be attached to your CO state non-resident tax return when you file it. Base Legal will assist you with filing out the state taxes for both years, so you can be sure it's done correctly.
