Possibly when you plate out the cells after transformation there is a lot of vector with insert that did not get into the cells which remains on the surface of the agar. Then if you check for insert with internal primers the wetting effect of this unincorporated template generates a pcr product even if no colony is picked just scraping the surface of the gel so it is possible that you selected negative colonies but got a pcr product from the reaction mix. It is always better when doing colony pcr to have one primer in the vector and the other primer in the insert then pure insert will not amplify and complicate matters

I agree with Paul Rutland. It is always safe to use one primer on the vector and another on the insert to ensure the product formed is from the cloned (insert included) plasmid.

I agree. I would add doing DpnI digestion to decrease the probability of finding your original vector after miniprep.

Colony PCR is notorious for false positives. Always streak out potential positives on a NEW plate before using them for PCR.

Another strategy is to use primers that flank the insertion site. No insert = PCR product is small; has insert = PCR product is size of insert + flank.

It is also possible to repeat your PCR on the plasmid that you prepped for sequencing.

Make sure your cells don't kick out the plasmid after your initially positive colony-PCR (e.g. by keeping up selective stress by antibiotics or whatever)