Colorado has "all mail" elections - sadly. So I don't think the one sent is required when going in to physically vote. Their system tracks if a vote was cast twice.
Tracking a vote cast twice means nothing, you can’t take away an anonymous vote once its counted. You have to prevent one of the votes from counting.
So you either surrender the mail in vote if you requested it, and get put on a machine, or you get a provisional ballot.
I don’t know CO rules but detecting 2 votes does nothing. You have to prevent one of the two from bring counted.