Colombia's National Administrative Department of Statistics hosts shapefiles that have official municipality boundaries here: https://geoportal.dane.gov.co/?descarga-marco-geoestadistico-nacional
Also, as of today, GADM is still missing municipalities in Amazonas, and in the OpenStreetMap data, some municipal boundaries intersect their neighbors.
Edit: Possibly this link is nicer (the CSS on the first link isn't great for some browsers/viewport sizes): https://geoportal.dane.gov.co/metadatos/descarga_mgn/