Can police intervene and enforce a valid District Court order? - yes. Will they? As you have commented, it depends not only on the jurisdiction, the police department, but also the officer. Many feel that it is a civil issue that they simply do not want to get involved in and would rather have you just battle it out in the courts with contempt motions. I have not seen court orders directing that the police specifically be called in over 20 years of practice. So, no the order does not have to say that. Should more officers get involved and try to mediate these disputes? Probably yes. However, they do not know if the order has been modified from the order that you show them and they simply do not want to take the chance of getting involved in a domestic dispute (which are historically the most dangerous for officers).
Should they? Yes. The conduct you describe is a Class 5 felony in Colorado, Violation of Custody Order or Order Relating to Parental Responsibilities, found in Section 18-3-304. You might take a copy of the statute to the police department to show them that this is not just a "civil matter," it is a crime, and a serious one at that. It still may not motivate them to do anything, but it might. Most law enforcement offers have no idea that this statute exists.
Like all good legal answers, it depends. The police can and should intervene, however that does not necessarily mean they will. I would imagine most Judges expect the police to enforce their orders, however many police, Judges and attorneys do consider these circumstances to be civil in nature. It is true that to willfully violate the custody order is a felony in Colorado, however it is only under extraordinary circumstances that a D.A. will follow through with the charge.
The court order does not have to specifically state that the police can be called. An order of the court is enforceable by the authorities.