I was sad to learn that Denver had ended the Gang Task Force. From time to time, they used to hold open house briefings on gang activity and tactics. I wonder if the Urban Street Crime Unit has that, now?
Know the signs, the telltales.
In the OP's circumstance, I'd have checked he oddball's pupils, lips, and fingernails for any blatent sign of drug use. Was he absolutely immaculate? What was his posture, his respiration rate?
The two-step at the train station feels like it may have been a safer option than to commit to a more vulnerable posture that lost sight perimeter.
Denver at night, and later (o'dark-thirty)? Like, I suspect any major city, the predators are out and about. It can be worthwhile to do daylight runs through your most frequent traverses and previsualize each field of fire/possible ambush and then follow up at night to check for overlooked lighting issues.
I offer up the suggestion of the miniature air horn used and carried by kayakers and canoeists. As I have asthma, OC spray and variants' proximity when used are very dangerous, if not life-threatening at a single breath. The assembled air horn is about the size of half a tube of toothpaste, and lighter.
Think of it as a very real acoustic weapon to partner with a good light (I carry the X5).
And, in the two-step scenario, if oddball had followed you back ino the train, I'd have casually gotten out a cell phone, ordered a hotel room downtown with room service, and then taken his picture (you do keep the audible shutter option disabled, yes?) and at least sent it to my email account.
Just suggestions.
You got home safe and sound. Keep an eye out for oddball for a while, especially in the periphery.