In .NET which supports infinite repetition inside lookbehind, you could search for
(?<=\b\1:.*)\b(\w+):?
and replace all matches with the empty string.
Perl (at least Perl 5) only supports fixed-length lookbehinds, so you can try the following (using lookahead, with a subtly different result):
\b(\w+):(?=.*\b\1:?)
If you replace that with the empty string, all previous repetitions of a duplicate entry will be removed; the last one will remain. So instead of
a:b:c:d:x:e:f
you would get
a:b:d:x:c:e:f
If that is OK, you can use
$subject =~ s/\b(\w+):(?=.*\b\1:?)//g;
Explanation:
First regex:
(?<=\b\1:.*): Check if you can match the contents of backreference no. 1, followed by a colon, somewhere before in the string.
\b(\w+):?: Match an identifier (from a word boundary to the next :), optionally followed by a colon.
Second regex:
\b(\w+):: Match an identifier and a colon.
(?=.*\b\1:?): Then check whether you can match the same identifier, optionally followed by a colon, somewhere ahead in the string.