morlee

Actually, having a US bank account might be helpful in establishing evidence of US domicile......

I can't imagine why it would be a red flag........seems perfectly fine to me.

I cant really help with your question of it being a red flag, but when I lived in Ireland with my fiance I kept my US bank account. I used my parent's address then. Since moving back to the US, I still have my Irish bank account and use our US address for that. 

Probably not.   You can file the petition and then slowly process at the NVC and then also delay at Consulate.  You have to keep in touch once a year to remain active.
 
You can not obtain a green card at a consulate.   You can only get it after entering the US.  You can travel and work right away because the endorsed Visa will act as a green card for a year.   You can interview anywhere where the beneficiary has legal residence.     People waiting for green cards are typically K1s or others that have to adjust from the US.   A spousal visa gets a green card upon entering the US.

The petitioner will need to show either US domicile or the intent to re-establish domicile prior to or simultaneous to the beneficiary entering the US.   At the consulate, expect it to come up in the interview.
 
Mary was never sent anything by the consulate to our Mexico address.  Everything was sent to me by email and a copy to my US Address.

You are going to need a U.S. domicile address for later at the embassy so having a U.S. address on the I-130 only makes sense.    

A US mailing address is fine. I've never heard of that causing USCIS to accuse somebody of living illegally in the US.

Use the US address for you and the Colombian address on her I-130A.  USCIS will not send her anything.    I got a copy of our NOA2 by both mail and email.