I would like to add that Yale and Polaccia arrived all the way from Brooklyn regarding the O'Banion hit.
Also besides Torrio, two other guys who played a major role in Capone's "power" were allegedly Tony Ricci (from the Genoveses) and Robert Vanella.
It is not known why was Colosimo killed and who did it, and yeah Yale was allegedly brought up as a suspect by some old researchers but as you already said, theres no evidence about it, although again we must not forget the O'Banion hit. Colosimo was allegedly connected to Chicago Mafia boss at the time Mike Merlo.
Back in the days I heard or read regarding another theory in which Colosimo allegedly angered the Moresco brothers because he dumped their sister or his first wife who in turn was deeply involved in the prostituion racket, and her brothers belonged to Colosimos crew. In fact, Colosimos white slavery racket went on a much higher level once he married "Madam" Victoria.
The word "vampire" from the letter which was found on Colosimos corpse, gives me an idea that either this guy wanted too much and was taking everything for himself or was holding out...just my two cents