Adam Smith (marxists.org) distinguishes the phenomena of Greek and Roman "settlements", implying that the word "colony" is a vague concept, ie that probably we should discard it as scientifically worthless:

A Roman colony therefore, whether we consider the nature of the establishment itself or the motives for making it, was altogether different from a Greek one. The words accordingly, which in the original languages denote those different establishments, have very different meanings. The Latin word (Colonia) signifies simply a plantation. The Greek word apoikia, on the contrary, signifies a separation of dwelling, a departure from home, a going out of the house.

What's more, Smith goes on to counterpose these 2 ancient types, as even radically different from the (modern) European ones (in America), in that the motive of the latter allegedly seems to have been at first the search of precious metals.

What Smith didn't discuss in the ancient world are the Phoenician "setllements" (created mainly from the city-island of Tyre and later from Carthage), which would closer resemble the modern European ones, namely their creation for the mining/trading of silver (eg Spain) as early as from the 11th century BCE. What was the Phoenician (Punic) name for these "settlements"? It would seem fitting to call the modern European "settlement"-process by a Punic word (instead of by Latin-derived "colonisation"). Even the name "Spain" and various cities (some say including even Lisbon) are of Semitic origin. Europe was thus a Semitic "colony" (including briefly mainland Italy).

The Romans conquered Judea (until roughly the Arab consuest), but did Judea really become a colony of Rome/Constantinople in the strict sense? I limit the question to Judea, and not to Palestine as a whole, as the Romans (who invented the name) defined it as a broader region (including even the whole Sinai peninsula - Palaestina Tertia). How many Roman settlers come to Judea?

The Wiki-entry on Colonia Aelia Capitolina (built on the ruins of Jersualem) cites from an article in Hebrew called Settlement Processes in the territorium of Roman Jerusalem (Aelia Capitolina):

Hadrian gave the city the status of a colony of the citizens of Rome, a title that was awarded almost exclusively to cities where veterans and their families lived. [...] The totality of the data allows us to conclude that a significant component of the population of Ilia Capitolina is the veterans of the Roman army and settlers from the west of the empire.

One could (a bit mischiefly) ask then: are the modern Arab Palestinians in Jerusalem descendants of European Romans? But my serious question is, was Aelia Capitolina really a colony (in the Roman sense, of plantation, or even a trading-post)? It seems just a military fort (like, we didn't call US troops stationed in Vietnam, colonists). Again, I'm just talking about Judea (i'm aware there were Roman cities in Palestine). So AFAIK (and I'm happy to be educated on this by others), if there were no real Roman settler-colonialists in Judea, it seems we can't call Judea a "colony".