Colossi are definitely a weird unit, I will admit. I don't really play Epsilon much either, so I can understand how you feel. (Epsilon's mind control nonsense + genetic experiments + other horrifying things keep me away from this faction for the most part)
Colossi are HQ's T3 tank, and their T3 AA, at the same time. Their AA weapons do a lot of damage, and they do even more damage if the air unit they're targeting is really close to them or they're holding still. Harbingers obviously don't hold still, but they do strafe around a lot; try building tons of Colossi, then positioning them around the areas the Harbinger isn't shooting. Additionally, the Harbinger's Collider Cannons wreck units, but they don't seem to do as much against base defenses and buildings; you can spam Gatling Cannon structures around your base, which will definitely help bring the Harbinger down.
I will warn you about one thing though: don't be surprised if it still takes a little bit of time to bring the Harbinger down, even with all these tips. Harbingers are tough aircraft to take down, and it takes a lot of AA to do it. That being said, if you have enough AA to take down Harbinger's, then most of Coronia's air arsenal can't touch you, since Harbinger's are Coronia's toughest aircraft, I think.