This (link below) is a great post about Colosseum tickets on the TripAdvisor forum. It should answer your ticketing question plus some others you might not even have thought of yet! It also saves typing our fingers bloody; this forum sees a LOT of questions about the thing! 😬 My thanks to Donna for the time and energy it took to put this "How to" guide together.
https://www.tripadvisor.com/ShowTopic-g187791-i22-k14333625-Colosseum_booking_information-Rome_Lazio.html
If you still cannot land tickets, then consider a private tour, although even some outside companies who promise tours which include the underground cannot get those. Honestly, I wouldn't scrap seeing the inside if you can't land coopculture tours which get you into the underground. You can see down into the uncovered part from many areas above, and seeing MOST of the structure is far better than nothing at all. In a pinch, try booking one of the lesser purchased tickets like this one:
https://www.coopculture.it/en/products/audiovideoguide-of-the-colosseum-with-ticket-colosseum-roman-forum-palatine_h24/
I see tickets are still available for May 10; I'd jump on them quickly!
May 10 is currently sold out for this other one (although more tickets should be released 7 days before then) but someone else using this thread and having the same issue with tickets might be able to land them right now for a different, still-open date:
https://www.coopculture.it/en/products/audioguide-of-the-colosseum-with-ticket-colosseum-roman-forum-palatine-imperial-forum_h24/
The Colosseum is the #1 tourist attraction in Italy, and you'll be competing with many thousands of other tourists for tickets. If coopculture has ANYTHING at all still available that suits your dates and budget, pull the trigger. Now. Yes, the inside is absolutely worth seeing, even if you can't get tickets for ALL of the inside parts available to tourists, and my guess is that you might always feel like you'd missed something if you skipped it entirely.
Note of interest: the design of Roman arenas, like the Colosseum, was so efficient for managing the in-and-out of thousands of spectators that it's still used for modern arenas.