If we had you would have heard about it. Our most exciting false positive came from the SOHO spacecraft getting into the sidelobes of our telescope during a brief period when our remote telescope wasn't operating. It's a big universe out there. Our own galaxy has 400 billion stars and there are 100 billion other galaxies. So it may take a while to find one another.
Natural signals cover wide ranges of frequency.
Our technology finds it economical to make very high signal to noise ratio signals by compressing the emitted power into a very small range of frequencies. Nature doesn't seem to be able to do this. The SETI project assumes that any signals received by its system will be transmitted within some frequency range. We are looking where it is particularly quiet. We are also starting to do some searches for very rapid optical pulses - the transmitter would have to outshine the star, but if it only did so for a nanosecond or femtosecond, then the total energy needed would be feasible.