I'm told that if I buy a gun ..pistol or rifle in Colorado, regardless of my Wyoming permit to conceal carry.. It must ship out of state to a to a FFL holder. That I can't just take it with me home. Could you clarify this for me ?

Hi Dennis, Colorado state law requires a Colorado ID to purchase a firearm and take it home with you. Even with your Wyoming CCW permit, we still have to ship the firearm to a Wyoming FFL address and have them conduct their own in-state background check. This law only applies to handguns. Thanks!

Seeing as you are not a Colorado resident that sounds about right

That only applies to hand guns, if you are an out of state resident. I believe that is the case with all state lines.

I agree. As I understand it, any purchase that crosses state lines must be received by an FFL in that state.