+1 what mnivrt said.
A few things to consider:
For the purpose of firearms, the minute that you check into your command in Colorado on your Permanent Change of Station orders, you are a Colorado resident. There is no length of residency requirement. Your active duty ID card + your orders makes you a Colorado resident to an FFL. Now, you can't buy a handgun or handgun ammo from an FFL until you are 21.
Unless you actually maintain a physical residence in Georgia that you spend part of the year actually living in, you are NOT (for the purposes of firearms transactions) a Geordia resident, even though you possess a Georgia driver's license. Now, let's say that your spouse remained in Georgia with a house there that you contributed towards the income of. When you went back to stay in that house, then you would be a Georgia resident for the time you were living in that house. But, unless you have an address in Georgia that you get mail at and pay bills for, you aren't, for firearms purposes, a Georgia resident any more.
So, technically, by the letter of the law (18 USC 922), a Colorado FFL must transfer the handgun to you and the handgun must be delivered to the Colorado FFL by the giftor/seller (IE your dad) or by a Georgia FFL.... you cannot take the handgun yourself to the Colorado FFL.
Now, on the High Road, I would never advocate doing anything illegal. But I might offer an opinion that the easiest thing for you to do would be just for dad to give you the handgun, no paperwork. If you do the transfer at a Georgia FFL, you are actually committing more felonies because you are lying on the 4473 when you say you are a Georgia resident, if you don't meet the conditions of physically residency above. If you were a Georgia resident, it would be perfectly legal for dad just to give the handgun to you, no paperwork required.
Transport the handgun back to Colorado according to FOPA (google FOPA, it is actually 18 USC 926a). Which is unloaded handgun and ammo (I would have dad "give" you plenty of ammo) locked in the trunk. If you are in a van or SUV or something that doesn't have a trunk, then the ammo and unloaded handgun must be in a locked case (NOT in the glovebox) to keep both separated from the occupants of the vehicle by a lock.
The good news is, because you are active duty military, even though not legally a Georgia resident anymore, you can carry concealed or open in Georgia, without a permit, in any place that a LEO can. That is only Georgia state law, and does not apply anywhere else.
Hope this helps. If you need further info, such as where what I have posted is published, feel free to PM me or ask here.