Never heard of Colorado being the midwest
I’m dealing with a similar issue looking for deals in and around Denver. Although it seems Colorado is being singled out when really the issue is how competitive do dealers have to be in your city, state or region. Outside of the major cities, most dealerships have close to a monopoly on their make in their area.
There are quite a few brokers in Colorado. So you could start there. They aren’t listed here, but will get you a better deal than the dealerships at least.
Buying out of state and either driving it yourself or shipping your car, I haven’t been able to get a clear answer on what the deal is with taxes. Some states appear to make it easy enough to get a “one way permit” to drive your new lease back. But just something to keep in mind when comparing costs.