You've gotten some sh*tty advice above from people who are demeaning your former wife.
I don't know how old your kids are, but they are about to go from a SAHP situation to a No Parent at Home situation since I assume your soon to be ex-wife will need to find a job. Likely this is why she wants to be closer to her family, and I find myself wondering if she is tired of carrying the childrearing load by herself. As a working woman married to a working man with two mutual children, when the sh*t hits the fan, I still bear the burden of caregiving, so having family nearby is helpful because sometimes I have literally no one else - and I am MARRIED with a healthy and able-bodied spouse. (Sick kid? I take the day off. Kid needs to go to an appointment? I take time during the day to do it, even though I am a senior leader in my organization. Child care fail? Guess who leaves early, because it ain't my husband.)
So congrats to you for having a "great job" in Colorado, but this is about your family and not you. Think more about what your kids' lives are going to look like when they no longer have a permanent home and a full-time SAHP, what co-parenting truly means for two *single* parents, and who has been and will either now be or will continue be responsible for keeping them fed, schooled, athletically and artistically engaged, medically connected, etc. If you stay and live in Colorado and try to force her to do the same, are you going to be willing to miss work and pick up the slack, or pay out the *** for nannies and sitters?
I advise you to get an attorney, but I also advise you to get a neutral advocate who will look out for the best interests of your children, because they seem to have been forgotten in this.