Sorry I know there are multiple posts but I couldn't figure out how to reply to them!
Seems like the general consensus is that ice fishing is NOT permitted on Lake Estes however on the visit Estes Park website it appears that ice fishing is allowed, the restriction is that only hand augers are permitted.
Verbiage below, let me know if I should give it a go this winter! [log in for link]
"the fish bite year-round, with the main fishing season running Memorial Day through Labor Day, sometimes into mid-October. Sections of the Big Thompson run free in the winter and the east end of Lake Estes near the power plant remains ice-free during winter. Ice fishing is allowed on all open-fishing lakes and ponds in Rocky Mountain National Park hand-augers are required. Plus, fly hatches occur into January and February."