How did you performed purification and how much eluent was used? Generally if you are certain about getting the right product you can try directly ligation but not exceed 0,5 ul of pcr product due to the ligation inhibition. I can also recommend you (for the future) trying pcr cloning (without restriction enzymes) with one of kits. 

You can skip the gel purification step with most of the new digestion enzymes available today.  However, you added a redundant step to your process since you gel purified your digest and ran it again on a gel. There is loss of DNA during gel purification, so it is possible that your yield was below 10ng, hence the absence of a band (below the detection limits of the assumed ethidium bromide you used for the gel).

You can either:

1. Skip the gel purification step and follow your digest reaction with an inactivation step (you will need to refer to the manufacturer to see whether the enzymes you used are capable of heat inactivation), perform a ligation with the digest afterwards.

2. Check your DNA quantity post-gel purification to monitor your yield, troubleshoot from there if the yield is poor.  You could attempt a double elution step with a smaller eluent volume to concentrate the purified DNA too.

Hi, after the digestion step you can try phenol-chloroform precipitation thus you get your digestion enzyme inactivated and much more concentrated vector/DNA.

 Yes, you can with phenol-chloroform precipitation.