The Colorado legislative body is called the General Assembly, not the Colorado Legislature. If you refer to it as the Colorado legislature, it’s in lower case.
Most other states go by legislature as part of the proper name. It should therefore be capitalized when presented as the formal name. Example: The Kansas Legislature; the legislature in Kansas.
First reference, use Rep., Reps., Sen. and Sens. as formal titles for one or more names. Do not capitalize the title when it follows a person’s name or stands alone.