Thin-walled cold-formed steel structural elements with open sections are prone to local, distortional, and global instability modes, which often interact under axial or flexural loads. Current design codes primarily rely on elastic critical load calculations for sizing, but further research is needed to enhance their stability and load-bearing capacity. While previous studies have examined instability modes in conventional cold-formed sections, limited research has focused on composite cold-formed steel sections with concrete infill. This study investigates the compressive strength and instability behavior of cold-formed steel columns with a welded double-sigma configuration. Square and round tubes, combined with concrete infill, were incorporated into the middle section of 5-m-tall columns. A nonlinear finite element analysis was conducted in Abaqus to evaluate their compression behavior and failure modes. The results demonstrated a significant increase in the critical load for all composite models, with deformation reductions of up to 30% compared to empty columns. These findings highlight the effectiveness of integrating concrete infill and steel tubes in improving structural performance. The study provides insights for optimizing cold-formed steel composite columns, making them a viable option for enhancing structural resilience and safety in modern construction.