So glad you asked. Welcome to the Site.
Colorado weather is... well... in a word. Sybil.
I have been in a swimming pool in mid February, and I have built snowmen in July. Seriously.
Late September, is erradic. First snowfall in the mountains is usually around the end of August to the first week in September. The thing about the mountain storms is not really the severity, although some can be, but the fact that one set of clouds would make you bet your mother's kidneys that you are about be drowned, and it'll blow right over you. Other sets will look like the most benign white puffs of cotton you've ever seen. And just when you think you're positive you see a bunny in the formation... BAM!!! A pipe in the sky bursts and you and all your gear will never be dry again.
This was a short answer about Colorado weather. In 36 years I've seen it all out here. Tornadoes, floods, winds that would knock down Kong, snow as deep as I am tall, snow drifts that bury ranch style homes, rain that would make someone from India say, "I miss the monsoons."
We have these freak storms called micro-bursts that come literally out of nowhere and have been known to down small aircraft in flight. ITS NUTS out here. But the things I've mentioned really are short term things. I've only seen it rain in the mountains for about 10 maybe 15 minutes at a time. But those are the wettest 15 minutes of cold misery you'll ever feel. Then, in September, the winds rip your body to the bone and you swear it'll tear the skin from your face. Then they stop. The sun comes out. And all is well in the universe again.
Sometimes in September, in Denver, you'll be dying because it's so danged hot, then you drive into the hills in the shorts and tank top you started in, praying for a parka. Seriously.
All that said, there is no common weather pattern like you may already have experienced. One day to the next is a meteorologist's nightmare. The weather reports usually go like this:
And now for the weather, here's Bob...
Bob: Yep. We'll have some. Back to you, Jane.
Bring snow gear, but nothing like Admiral Bird... Bring light gear too... but not too light. Nights are CCCCCCCCCCCCOOOOOOOLLLLLLLLLLLDDDDDDD. Period. Penguins were originally from the Rocky Mountains. They moved to the South Pole because it was warmer at night there.
Hope that helps. Just do like the scouts do. Be prepared.