\colon is made known to TeXStudio in latex-mathsymbols.cwl, which, as a pre-customized .cwl file, is not directly accessible to the end user, since it is in the compiled program files. (Found through googling colon site:http://svn.code.sf.net/p/texstudio/code/trunk/completion/; also see Where does TeXstudio store the .cwl files for hyperref and xspace?)
For some reason, all commands from that file are recognized, i.e. suggested as autocompletion and not marked as unknown commands, except for \colon and \lnot. This seems to be a bug to me. I reported it as bug #728 \colon and \lnot from latex-mathsymbols.cwl aren’t recognized.
