Might this perchance be Euheliodines chemsaki? It's hard to tell for sure from the online version of Fig. 202 in Hsu & Powell, but the wing pattern seems to match and they did report a northernmost occurrence from Rodeo NM for the species.

Fairly similar also is their Fig. 188 of Embola cyanozostera, but that moth is so far only known from 2 sites in NV and UT, while from their description it seems that species is darker in the color of the antennae and non-orange parts of the body, and they write that it has blue(ish) hints in the dark edges between orange and brownish/greyish areas of the forewings, as well as in some of the brown/grey areas themselves.

If this is indeed E. chemsaki then it would be a first example in BG for Hsu's genus and species.

Click here to see the first photo at full resolution