This works only when the input method of Windows OS is Korean-Microsoft input method.
However, it will be possible to modify enough to be able to use it in the case of US-Qwerty layout through code modification.

The advantage is that it is very simple and powerful. You can use the colemak layout with Korean simply by running the .exe file without adding a separate input method.
The downside is that the input is not at a low level, which is the same as the limit of the Auto Hotkey, so if there is a lot of cpu usage or a lot of inputs for a short time, the original qwerty input can be made. Even though it was run with administrator privileges, some programs (such as some games) do not work at all.
I want to make a good low-level Colemak-Korean input method, but unfortunately I don't have that ability yet.
As a result, if you are not a person who speaks a language other than English, the program is likely to be unnecessary.

Unfortunately, I am not familiar with AutoHotkey scripts, so I don't think this is an efficient code. But for now, it works just as I intended.

Whenever you type on the keyboard, it checks whether the current global variable is qwerty or colemak.
This global variable is toggled with the Windows + Space bar keys.
You can check the status of the current layout for 3 seconds at the top left of the monitor (colemak or qwrety).

If the global variable is in the qwerty state, the program behaves as if it is turned off (the default window input method is used).

If the global variable is colemak, it checks whether the current Korean input method is Korean or English.
Korean or English (For this, it only works when the windows input method is Korean-windows ime.)

For reference, the toggle key for Korean and English in Korean-windows-ime is the right alt key.
Unusually, Korean and English(qwerty) are included in the Korean ime. This is why I said Korean-ime is hard to use with other English layouts. Even Dvorak is impossible. As shown in the figure, I thought about setting up two input methods and mapping toggle keys, but this is also impossible because of the strangeness of the Korean input method.

If it is Korean, it exports Korean as it is without any special mapping,

ret:=IME_CHECK("A")
if(ret=0){} // English
else{} // Korean

Conversely, if it is in English, it checks the caps lock status and exports it in a correct case. In the case of colemak, the default caps lock operation is backspace, and the original caps lock can be toggled by shift+caps lock.

In the short_key_colemak folder, colemak is applied to the shortcut key, short_key_qwerty is the default colemak layout and the shortcut key is qwrety.
Made for those who are not yet familiar with colemak.
The function_change folder is simply changed a few keys to the form I like, so please refer to the GitHub README at the bottom.

I registered this with the Windows Task Scheduler so that it runs automatically with administrator privileges every time I log on. This can be turned off by right-clicking on the icon in the taskbar.

Thank you. I will read about EPKL step by step.

Wow this is really interesting, thanks for sharing this.
I also type in Korean but have the Colemak DHk layout pre-programmed into my physical keyboard. I struggled for a bit but I resolved it by making an extremely primitive AHK script that swaps Colemak DH keys to Qwerty - primitive as in extremely simple, literally just swaps individual keys and has a toggle key for suspend on/off.

My current script is serving me well but I think a lot of future Korean Colemak users will be glad to know there's been some contribution towards the Korean keyboard in this community!!