Hi, this is Steve and thank you for your Ask An Expert on your Scotch Pine. I reached out to the CSU Entomology Specialist, Whitney Crenshaw. Below is the answer:

“It is definitely a roundheaded borer of some kind (larva of a longhorned beetle). And if this was tunneling into the trunk (not just on the outside it is probably a pine sawyer.

 https://webdoc.agsci.colostate.edu/bspm/Hexapoda%20(Insects)/Pine%20sawyers2.pdf 

They come into recently dead pine wood, sometimes in large, dead branches or maybe the trunk if the whole tree died within a year or two.  

None of the roundheaded borers in pines are "primary" pests, meaning they do not/can not successfully attack and damage a living tree except perhaps just before it is dead. So the cause of the death of the pine is unrelated to this insect.

What killed the pine? A lot of pines got seriously damaged from the April freeze. But based on the size of the borer that one could maybe have come from eggs laid last summer/fall, so the tree would have had to be in serious decline or dead 8-10 months ago.”

So, as seen, this insect did not kill your pine, rather it is part of the decay process of the pine. The issue with all evergreen trees is they can be dead for several months before we know they are even sick…think about a cut Christmas tree is inside a house setting for a month and remains green. The good news is, as your other pines appear healthy, whatever killed your pine 8-10 months ago should not affect these. It is true we have had many, many issues with last falls early freeze, dry winter and late spring freeze. With that, it is important to keep trees well watered through the coming winter and not apply any fertilizer. The bad news is, we really can’t identify what killed your pine, unfortunately, these things sometimes just occur. I’ll attach a bit of information on evergreen tree care in Colorado in case you find something useful within the publication. https://extension.colostate.edu/docs/pubs/garden/07403.pdf

I understand I’ve not provided a definite answer to your situation, hopefully, it has eased your mind that the remaining trees are past any issue which affected the one. Best of luck.