Sorry it happened, unfortunately Colorado is an "at will" state which basically means an employer can terminate and employee at any time for just about any reason.

My employer recently made a policy banning all weapons. I wrote a letter complaining to the head of HR. The VP in charge of my office (I work in a satellite office) called me and said don't push the issue and for me personally it is "don't ask, don't tell" and I should keep carrying. I asked him if he would have my back if someone complained and he didn't answer. So for now I am disarmed at work.