I think that I have to sue an out-of-state company in their home state; if so, will they have to refund me the cost of travel, hotel, and lost wages if I win?

The amount of  money that you are seeking to collect is within the small claims jurisdictional amount.  the amount is very small and will cost you more money to go to the state to try the case than walking away.  if you file a lawsuit in CA, you will have to show up at court for the trial, unless you are abel to settle the case in advance.  if you file the claim in CO, you will have a problem enforcing the judgment becasue the company likely does not have any assets in CO, but rather CA.  thus, you will have to domesticate the judgment in CA to then enforce it.  you will spend more time and money domesticating the judgment that what you seek to collect.  there seems to be no basis for your to get double or tripple damages unless you can prove at trial that the company is committing fraud on consumers.  I suggest that you file a small claims court complaint in CA and try to settle it shor tof a trial.