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This typically happens if the main trunk's growing tip gets damaged. Other branches on the tree will attempt to take over.

You should inspect the area where the two started competing. You will find either that there is a secondary branch competing with the main trunk or that there are two secondary branches that are competing to replace a topped or irreversibly damaged main trunk.

If it is the first case, you can simply nip or top the secondary branch to stop its growth upward and give the main trunk its edge again.

If it is the second case, there is likely not much you can do because secondary branches will continue to compete for dominance. You may want to have a arborist come look at the tree to determine if any of the secondary branches can take over successfully while maintaining the shape of the tree.

Here is an article that you may find helpful: https://www.gardeningknowhow.com/plant-problems/pests/treatment-bagworms.htm

I would consult a good reputable tree service in your area ASAP. As this could be an attack by the mountain pine beetle. They will best know now to treat the tree and if it can still be saved. If the tips of it are just turning brown it could be a bit too dry or undernourished. I have had my Colorado blue spruce trees respond very well when I have watered them with some water that has a product called Miracid in it. It is from the makers of miracle gro. It could be a fungal attack as well that can be treat with the following fungicides: Bravo Ultrex, Bravo Weather Stik, Chloronil 720, Chlorostar DF,Concord DF, Countdown L + G, Daconil Ultrex. The fungicides can be pricey though and it may be more cost effective to have the local Arborist or tree care service spray them once they have determined the true root cause.

A Colorado Blue Spruce would not be able to be grown indoors for any length of time.
Indoors it the air would be too warm and too dry for the health of the tree.
Lack of sunlight, even if a grow light is used would not be adequate.

https://www.gardeningknowhow.com/ornamental/trees/colorado-blue-spruce/care-for-colorado-spruce.htm

Yes, in most cases you should prune a branch that is growing in an undesirable direction.

Pruning should be done in winter, while the tree is dormant.

https://www.cals.uidaho.edu/edcomm/pdf/BUL/BUL0644.pdf