My only experience in Colorado was on my thru-hike last year so take what I say with a grain of salt since I don’t live there.
I started early July and thought the weather was perfect to me. Cool mornings gradually warming up throughout the day and just when it starts to get too hot you get the cloud cover to cool things off.
I didn’t see the monsoons as a big deal. They were in the vicinity every day but it was 50/50 whether or not you’d get hit by one. They didn’t seem to put down much rain compared to what I’m used to from thunderstorms in the East, but lots of wind, cold, and sometimes lightning.
Mosquitoes were a big annoyance for me last year, but this may have had more to do with it being a big snow year and may not represent a typical year.
Brian