Identify Moth caterpillar
Boulder County Colorado
A picture would be ideal. Can you send one?
It sounds like a sphynx moth caterpillar of some variety, but the picture would allow for a more positive ID.
As for the color change, it is possible it is beginning to pupate. They do this underground. There is a fact sheet that has some info on horned worms
that will hopefully be of assistance.
Colorado Master Gardener
Boulder Extension Office