I think this is one of those situations where we get caught up in definitions of words, which is very subjective. We can pick whatever definition of colony we think works best to suit our arguments but that's not constructive.
So when, by your definition, doesn't a conquest result in a colony?
I think when it's clear they're the same country, just not the same state. An example of that would be something like the unification of pre-19th century Germany if we believe that Saxons and Prussians are one and the same nation, though force wasn't involved so "conquest" is contentious there.
Is it still morally wrong for that territory to be a colony, then?
This is a very important question, one I think more and more people are asking themselves these days. I think I'm a bit unreconstructed in my belief that it is still wrong but I have strange ideas about nations.
I think you are being overly categorical here, countries are not monolithic, single entities, they are conglomerations of masses of people, and judging them as you would judge said monolithic, single entities would be misguided, in my opinion. A group of one thousand people that has one murderer in it can be rather successfully, I believe, argued to be an overall better, more benevolent entity than a group of one hundred people that has fifty murderers in it, just like a group of people in which one man is murdered each year can be argued to be an overall safer and more lawful entity than a group of people of the same size in which one hundred men are murdered each year.
The issue there is that you can reduce the crimes of certain countries to the actions of a certain number of people. Responsibility ultimately lies with the establishment that govern the state - when I say "Russia did XYZ" I mean certain people did XYZ at the request or under the observation of the government.
Helgo, I believe that Sheb and Comhachagaran here are arguing that being "a full part of the conqueror country" does not prevent a conquered territory from being a colony.
"Aran Chailleach Oidhche" may work a bit better. But defining what a "full part" is is very subjective indeed. I am sure I could point you to people who would say that the Raj was a full part of Britain.