Hi lingers,

Refer below modified code of btnInsert_Click event and Insert function.

Rest your code is ok.

protected void btnInsert_Click(object sender, System.EventArgs e)
{
    DataTable dt = new DataTable();
    dt.Columns.AddRange(new DataColumn[] { new DataColumn("StateId"), new DataColumn("State"), new DataColumn("Statecolour") });
    foreach (Control c in ph1.Controls)
    {
        //Find the specific user control that we added to this placeholder, and then get the selected values
        //for the dropdownlist, checkbox, and textbox and print them to the screen.
        if (c.GetType().Name.ToLower() == "usercontrol_ascx")
        {
            UserControl uc = (UserControl)c;
            TextBox tbState = uc.FindControl("txtState") as TextBox;
            TextBox tbStateId = uc.FindControl("txtStateId") as TextBox;
            TextBox tbStateClr = uc.FindControl("txtStateClr") as TextBox;
            if (!string.IsNullOrEmpty(tbStateId.Text.Trim()) && !string.IsNullOrEmpty(tbState.Text.Trim()) && !string.IsNullOrEmpty(tbStateClr.Text.Trim()))
            {
                dt.Rows.Add(tbStateId.Text.Trim(), tbState.Text.Trim(), tbStateClr.Text.Trim());
                Insert(tbState.Text.Trim(), tbStateId.Text.Trim(), tbStateClr.Text.Trim());
            }
        }
    }
    gvInsertedRecords.DataSource = dt;
    gvInsertedRecords.DataBind();
}

private void Insert(string state, string id, string Statecolour)
{
    string constr = ConfigurationManager.ConnectionStrings["ConString"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        string query = "INSERT INTO tblStates (StateId, State, Statecolour) VALUES (@StateId, @State, @Statecolour)";
        using (SqlCommand cmd = new SqlCommand(query))
        {
            cmd.Connection = con;
            cmd.Parameters.AddWithValue("@StateId", id);
            cmd.Parameters.AddWithValue("@State", state);
            cmd.Parameters.AddWithValue("@Statecolour", Statecolour);
            con.Open();
            cmd.ExecuteNonQuery();
            con.Close();
        }
    }
}

Make sute the Insert query column name same as in the database table column.