As for hail storms, I live in New Mexico and we get 'em as well. Always makes me nervous for my car.
I wish there were "hail bags" -- air bags embedded in various front, side, top, and back exterior compartments that, when you press a big red button and the car is in Park, all pop open and surround the car in six inches of an instantly-inflated protective bubble, to prevent any hail damage to the car. Of course, pressing a small "retract" button would cause all the airbags to deflate and quietly return to their designated compartments for the next hail onslaught.
I have thought of a similar idea but alas nothing like this exists yet. The OP is correct that in Colorado hail happens quite frequently and without a ton of notice. I don't have a garage at our current house that I will be able to park in and it gives me anxiety even thinking about my to be delivered 3 out there in a hail storm. I also wish they made a small pop up tent type thing you could fit into a trunk or frunk just strong enough to repel hail.
EDIT: Well what do you know, something does exist but the reviews make it look just OK.
Lanmodo Pro 4-Season Automatic Car Tent Cover Carport Folded,Car Umbrella Tent Car... https://www.amazon.com/dp/B07DDCSP72/ref=cm_sw_r_sms_c_api_i_WSkyBbA2BD1B4