If the doctor believes there is a history of drug abuse, the common outcome is the person must participate in regular drug tests for 1 year and show clean throughout. It being legal in CO is irrelevant, as that's a state-level decision and immigration is done at the federal level, where drug abuse is still a reason for possible visa inadmissibility.
You cannot simply go to another doctor - what would he do in that situation? Lie to a different doctor? No can do.
Are you returning to the embassy for a second interview?
