Not a similar situation myself however when my wife was interviewing in Bogota we saw maybe 15 to 20 people from the immigrant visa line walk away with the same. If they keep your passport they intend to approve after the paperwork is sent.
Now, your county clerk will Fedex documents to Colombia and if not you might be able to convince them to do so if you get them a pre-paid label. I was able to convince my county clerk to do so after they sent through UPS which hands off to Deprisa and Deprisa often doesn't update tracking and it looks lost.
In short, you have nothing to worry about and you probably don't need to fly to Nevada.
Also, saw your review. Curious as to why they didn't let you in. I went with my wife but instead of husband we said I was petitioner. That might be the secret sauce.