COLORADO SPRINGS, Colo. — It’s not easy being a Donald Trump supporter in Colorado. Becky Mizel, a prominent Trump volunteer and former county party chairwoman in the state, was standing at the entrance to the Colorado GOP Convention, waving a slate of delegates the Trump campaign has endorsed to send to the national convention. With her arm still in the air, she needled a volunteer tasked with setting up Trump signs outside of the arena where the convention is being held, and was upset because they went missing. “Somebody stole them,” Mizel said under her breath, sounding irritated but unsurprised....