The magnetic response related to paramagnetic Meissner effect (PME) is studied in a high quality single crystal ZrB12 with non-monotonic vortex-vortex interactions. We observe the expulsion and penetration of magnetic flux in the form of vortex clusters with increasing temperature. A vortex phase diagram is constructed which shows that the PME can be explained by considering the interplay among the flux compression, the different temperature dependencies of the vortex-vortex and the vortex-pin interactions, and thermal fluctuations. Such a scenario is in good agreement with the results of the magnetic relaxation measurements.