The involuntary mental health commitment process is governed primarily by Colorado Revised Statues § 27-65-101, et seq.
This answer goes beyond the narrow scope of the question because a larger context is really necessary to make sense of how a transfer request would fit into the larger involuntary commitment process in Colorado.
72 Hour Holds
In the vast majority of cases, a psychiatric hold is limited to 72 hours under the process of Colorado Revised Statutes § 27-65-105, although there is also a non-emergency process available allowing someone who can't order a 72 hour hold to petition a court to involuntarily commit someone (primarily governed by Colorado Revised Statues § 27-65-106).
The 72 hour hold process may be invoked initially by 1) certified peace officer, 2) a Colorado licensed physician or licensed psychologist, a psychiatric nurse practitioner, 3) a licensed clinical social worker, 4) a licensed marriage and family therapist, 5) a licensed professional counselor, or 6) a licensed addiction counselor who by reason of postgraduate education and additional preparation has gained knowledge, judgment, and skill in psychiatric or clinical mental health therapy, forensic psychotherapy, or the evaluation of mental disorders.
To do so, the person placing the hold must find that there is probable cause that the person who will become the patient
appears to have a mental illness and, as a result of such mental
illness, appears to be an imminent danger to others or to self or
appears to be gravely disabled
This standard is parallel to the standard for making an arrest for a crime when an arrest warrant has not be issued in advance.
The professional must also complete Colorado form M-1 and advise the patient of the patient's rights in a form substantially equivalent to Colorado form M-2.
Not later than 72 hours later, the patient must be 1) released, 2) referred for further care and treatment on a voluntary basis. or 3) certified for continued treatment to the proper court for a period of up to three more months (see Colorado Revised Statutes § 27-65-107). The patient must be released earlier if involuntary commitment is no longer necessary.
As a practical matter, there is no remedy available to the patient or their representative from a court in the initial 72 hour time period (without further court approval in some sort of emergency temporary restraining order motion or other emergency motion which would almost never be brought and would almost never prevail absent truly extraordinary circumstances).
Short And Long Term Involuntary Commitment Beyond A 72 Hour Hold
The Initial Court Ordered Commitment
If certification to extend the involuntary commitment beyond 72 hours is sought, it must be approved by the state court of general jurisdiction with probate jurisdiction in the county that is the proper venue, which is the Denver Probate Court in the City and County of Denver, and is a District Court, everywhere else in Colorado.
The patient has a right to 24 hours notice of the certification request, the right to protest the certification to the court, and the right to have certain other people notified of the certification hearing.
At a hearing to certify a 72 hour hold, the patient has a right to be represented by an attorney, at court expense if the patient cannot afford one, and a right to have the court, if the patient requests it, appoint an independent psychiatrist or psychologist to examine the patient and testify regarding the patient's condition.
The patient has a right to have the hearing on the certification be conducted before a jury, if the patient demands a trial by jury of the issue. People In Re Hoylman, 865 P.2d 918 (Colo. App. 1993).
Extending Short Term Commitments And Long Term Commitments
This process can be repeated for periods of up to three months each time a previous short term commitment expires under similar conditions. Colorado Revised Statutes § 27-65-108.
But for total periods of involuntary commitment of more than five months all together, a different process that applies to long term involuntary commitments applies. Colorado Revised Statutes § 27-65-109.
Post-Certification Proceedings Including Transfer Requests
Emergency Transfers
The facility entrusted with the care of a patient during a 72 hour hold could also transfer the patient without court approval in the event of a medical emergency beyond the ability of the court to address (which the patient or a representative of the patient could try to bring to the attention of the facility's administrators who owe legal duties to the patient), or due to exigent circumstances such as a wildfire making it necessary to evacuate the facility or an active shooter situation.
Transfers At The Request Of A Non-Patient
If a court certifies a patient to be committed for a longer time period, the patient has certain rights related to transfers.
The patient has a right to 24 hours notice (unless an emergency exists as described above), to protest the transfer to the certifying court, to notify anyone the patient wishes of the transfer, and to have the facility notify up to two people designated by the patient of the transfer.
Transfers At The Request Of A Patient
This is the core of the answer to the OP question, but it was necessary to elaborate the larger process for this part of the answer to make sense.
The patient has a legal right to retain and communicate (at least in sealed letters) with an attorney after a hold for more than 72 hours is certified, and this attorney could file a motion with the certifying court requesting a transfer by the proper legal standard, and with notice to the people specified by statute, following an evidentiary hearing, if the facility does not agree and the motion sets forth a valid legal basis to do so.
The main statute governing this is Colorado Revised Statutes § 27-65-107(6) which states:
The respondent for short-term treatment or his or her attorney may at
any time file a written request that the certification for short-term
treatment or the treatment be reviewed by the court or that the
treatment be on an outpatient basis. If review is requested, the court
shall hear the matter within ten days after the request, and the court
shall give notice to the respondent and his or her attorney and the
certifying and treating professional person of the time and place
thereof. The hearing shall be held in accordance with section
27-65-111. At the conclusion of the hearing, the court may enter or
confirm the certification for short-term treatment, discharge the
respondent, or enter any other appropriate order, subject to available
appropriations.
No case law beyond the bare text of the statute and reasoning by analogy from case law under similar statutes governs requests made under this subsection.
The certifying court has broad discretionary equitable powers to supervise the involuntary commitment as it deems appropriate. A court would probably order a transfer for "good cause" shown by the patient to do so.
Remedies For Involuntary Commitments Contrary To These Rules
Several consequences could follow if the process is not followed, or the patient's rights (either as a patient or as an involuntarily committed patient) are not honored.
Administrative Remedies
The patient could file a grievance with one of two state agencies or a designated non-profit legal clinic, upon which the proper agency could take action against the facility, such as revoking its license or the license of professionals working there.
Trial Court Remedies
The certifying court judge could hold the certifying person, other responsible persons at the facility, or facility in contempt of court for failure to carry out court instructions in the case, with punishments including incarceration or fines.
The patient through counsel or a "next friend" could file a petition for habeas corpus in the court that is the certifying court or should be the certifying court seeking release from the facility and the involuntary commitment if the commitment is in some way improper. Colorado Revised Statutes § 27-65-113.
The patient could sue for money damages the person who placed the involuntary hold improperly for false imprisonment or a violation of the patient's statutory rights.
The patient could sue the facility or people working at the facility for money damages for a violation of the patient's statutory rights, for medical malpractice, or for non-medical negligent conduct.
The District Attorney with jurisdiction over the place where the wrongful acts took place could prosecute the personal who placed the involuntary hold improperly for the crime of false imprisonment or for other applicable criminal charges. This would be done in a separate criminal case, not in the mental health case of the patient.
Appeals
In many cases, a court order that the patient disagrees with in any of the matters discussed in this answer (but not a 73 hour hold) can be reviewed by the Colorado Court of Appeals in the normal appellate process, or in some cases on an expedited basis by the Colorado Supreme Court in a proceeding that used to be called a Writ of Mandamus, and is now referred to by the court rule number that applies, which is Colorado Appellate Rule 21 (Original Proceedings).
Pending Legislation
Two bills that propose to modify this process are being considered in the current legislative session in Colorado which ends in early May of 2022. I don't know if either of these bills are likely to become law.