Tiny Baetis mayflies are perhaps the most commonly encountered and imitated by anglers on all American trout streams due to their great abundance, widespread distribution, and trout-friendly emergence habits.
This is the first of it's family I've seen, collected from a tiny, fishless stream in the Cascades. The three species of this genus all live in the Northwest and are predators that primarily eat stonefly nymphs Merritt R.W., Cummins, K.W., and Berg, M.B. (2019).
Taxon on Oct 30, 2019October 30th, 2019, 7:39 am EDT
I believe the stonefly nymph you found in a central Colorado stream to be of family Perlodidae. With regard to what you describe as the orange bands, I suspect that to be a parasitic infestation of orange-colored water mites.