Is using another methodology for the same question I proposed plagiarism? I am not sure if the following course of actions can be considered research misconduct.

My colleagues reviewed my research plan/concept containing unpublished papers and plans in a form of written documents. They took my scientific concept, changed methodology, published a scientific paper and attracted funding. Is this misconduct considering that they took my scientific concept and employed different methodology and they did this after reviewing my written plans, not before?
From what you've written, it seems plausible that your colleagues were also working on the scientific concept (or something similar), developed their own (similar) methodology, published a scientific paper, and attracted funding, which isn't misconduct. Establishing whether their review of your plans had any influence on their work will be difficult.