When we revisited Rome in 2014, I didn't bother prebooking the Colosseum underground/3rd tier. We were there the 2nd week of Sept. We also were staying within a few minutes walk of the Colosseum.
On the 3rd day of our 5 day stay, my mom and I walked over to the Col as soon as it opened. I was prepared to not be able to do the tour and was OK with that. I asked at the desk if they had any spots left on English language tours for the day. They had some spots open for just after 12 and a few in the afternoon. So I was able to get the tix. We were lucky that we were staying so close to the site, as after having breakfast, we walked back over to see Palatine Hill, then grabbed a slice of pizza while waiting for our allotted time. I even would have taken a spot the next day or the day after - we were lucky we weren't stuck hard and fast to a schedule (I'd been there before in 2008) and were just doing the 'what do you want to do today' visit.
So all may not be lost. If you have a few days in Rome, aren't stuck to a certain time, and can get to the Col as soon as they open (so you don't have to wait in a long line only to be disappointed) you may luck into an open spot. And no, I asked first at the Pal hill entrance and was told we'd have to purchase the underground tour tix at the Col site.