I would check the fluid level per the manual. Does it smell burnt? Then go on to a visual check of the connectors, hoses, etc. Esp a cracked vacuum hose. You may want to put a vacuum gauge on it too. Then scan for codes. This is where having a good scanner that can read a lot more data can be very helpful. Especially a scanner that can actuate solenoids ...which most people don't have, I understand, as they're expensive. But you might be able to ohm out the TPS, ...you'd have to check the manual. The GM manual should have a section on troubleshooting transmission shifting problems (see bottom of link below). Check with the Colorado forums too as owners there might have had more posts. Those are kind of the troubleshooting steps.
If all that fails a trip the dealer can't hurt ...except your pocketbook! ha ha. I had a trans shifting issue with an older Grand Cherokee. At the time I was super busy with work, and in that case (for me) in the winter when it was quite cold (other projects in the shop at the time), it made sense to let the dealer change solenoids for $325 and be done with it.
https://schwarttzy.com/h3-hummer/