Thanks folks

The queen cages had a cork wedged in there, and it was NOT easy to get out

and the whole time I'm prying in the opening with the screw, the queen was trying to escape!! I was really scared that I might accidentally kill her with the screw! and equally scared that she'd escape between the cork coming out and the marshmallow getting crammed in! I was more nervous about that than having hundreds/thousands of bees flying around my head

They were both still actively trying to escape when I placed the cages between the frames.

I expect to find the cages empty when I check on them later this week.
There ARE termites here in Colorado, despite what the "natives" say to the contrary...

There's this old rotted dog house that was here when I bought the place and when I turned it over to start dismantling it, there were, yup, you guessed it... termites! Not a lot and not a major infestation, but they were there. They're not as bad here as other places because of the altitude & cold(er) winters... although that hasn't stopped them from being up north like the great lakes areas and New England

Also, my soil here is almost pure sand... termites don't do well in sand.
The wood you see there (except the hives) are all treated landscape timbers... I remember as a kid my dad coating wood coming in contact with the ground with creosote. I don't think the termites particularly like them... At least not until they've been weathered and bleached out over many years. And at that, I think they rot and fall apart before the termites get to them.