I've read about some peoples on the island of Madagascar having a striking amount of Chinese DNA and I'm curious if that had happened anywhere else in the world.
Yes. Indeed, the vast majority of the territory of the modern People's Republic of China can be considered colonial holdings. I discuss the Qing-era iterations of Chinese colonialism here, though this mainly concerns Inner Asia and Taiwan – what is now southern China had largely been colonised many centuries before the Qing, who nevertheless at certain points made efforts to 'rectify' instances where indigenous polities continued to operate autonomously.