Short-horned lizards are a legally protected species in Colorado. Please leave them in their natural habitat. NPS/Patrick Myers. These small lizards lay a clutch of eggs in moist soil under rocks or logs. Offspring have bright blue tails that may visually repel potential predators. The blue fades as the lizard reaches adulthood. NPS/Phyllis Pineda Bovin 2007. Short-horned lizards are hard to see unless they move. Their speckled colors camouflage them, both in sandy grasslands and in fine gravels in subalpine forest. Short-horned lizards at Great Sand Dunes NPP are unique for two reasons.