Picture the urogenital diaphragm as a triangular sandwich slung between the ischiopubic rami in front of the perineum. The filling of the sandwich is muscle, and the two slices of bread are fascia.
The muscular filling is the deep transverse perinei together with the sphincter urethrae. The lower fascial slice is the perineal membrane (inferior fascia of the urogenital diaphragm), and the upper slice is the superior fascia of the urogenital diaphragm. So the deep transverse perinei, the perineal membrane and the sphincter urethrae are all legitimate building blocks of this structure.
Colles fascia is something else entirely. It is the membranous part of the superficial fascia of the perineum, lying superficial to the perineal membrane and forming the floor of the superficial perineal pouch. It is not part of the deep urogenital diaphragm, which is exactly what an except question is looking for.
$\Rightarrow$ Colles fascia is not a component of the urogenital diaphragm.
\[\boxed{\text{Colles fascia}}\]