Voltage tester indicates the wall has an electical charge

My Dad installed a bar on the wall, and put his voltage tester to the bar, and it lit up red.

Then he tested the wall ( with the voltage tester ), and a couple of adjacent walls – 2 red, one not.

He removed the bar ( and the screws ) opened the wall where he had installed the screws, and didn’t find a wire … chances are it was a previous short ?

Any suggestions, short of removing the sheetrock around the room and to find the problem?