You divorce in CO would be valid her and sufficient to terminate you Marriage. However, if you wished to remarry in Thailand you would have to satisfy Thailand law there too but that is not a requirement to terminate you marriage by US standards.

In Colorado, the court determining the best interests of the child for purposes of custody and parenting time, the court shall consider all relevant factors, including:


•The wishes of the child’s parents as to parenting time;
•The wishes of the child if he or she is sufficiently mature to express reasoned and independent preferences as to the parenting time schedule;
•The interaction and interrelationship of the child with his or her parents, his or her siblings, and any other person who may significantly affect the child’s best interests;
•The child’s adjustment to his or her home, school, and community;
•The mental and physical health of all individuals involved, except that a disability alone shall not be a basis to deny or restrict parenting time;
•The ability of the parties to encourage the sharing of love, affection, and contact between the child and the other party;
•Whether the past pattern of involvement of the parties with the child reflects a system of values, time commitment, and mutual support;
•The physical proximity of the parties to each other as this relates to the practical considerations of parenting time;
•Whether one of the parties has been a perpetrator of child Abuse or neglect under section 18-6-401, C.R.S., or under the law of any state, which factor shall be supported by credible evidence;
•Whether one of the parties has been a perpetrator of spouse abuse which factor shall be supported by credible evidence;
•The ability of each party to place the needs of the child ahead of his or her own needs. (Colorado Statutes - Article 10 - Sections: 14-20-123, 14-20-124, 14-20-129)

I can understand you concern in this case. I strongly suggest that you hire a divorce attorney to represent you and that you do not handle this yourself. If a parent wishes to move the children to a new location as part of the initial custody determination, the Colorado family law court is required to accept where each party wants to live, then make appropriate parenting time decisions which are in the best interests of the children. Spahmer v. Gullette, 113 P.3d 158 (Colo. App. 2005).

What this means in plain English is that the Court cannot require a parent to live in a specific location, but must, in essence, pretend that the parent has already relocated to his/her desired location, then make an appropriate custody determination. So if, immediately upon a divorce or legal separation being completed, a parent wants to leave, it's not a relocation case, but simply part of the initial custody determination, and the only standard is best interests of the children. So the procedure and criteria outlined by C.R.S. 14-10-129 do not apply, and instead, the Court only considers the "best interests of the children" under C.R.S. 14-10-124.