I'm not sure I would consider Hoylake a Colt course, but if you do in 1930 Hoylake hosted the Open and Hamilton the Canadian Open. Colt also redesigned Lytham, and in 1935 the Open was at Muirfield and the British Am at Lytham. And in '36 Hoylake hosted the Open and PVGC the Walker Cup. Not a PGA tour event, but a major golf event, especially at that time.
The US Open and the PGA has never been played on a Colt course. The US Am has had one, CC of Detroit in 1915. The Canadian Open on the other hand has been played at Toronto, Hamilton and Royal Montreal.