I've researched colloid and it seems to be a substance of microfibres and thin films in which thyroid hormones may be synthesised, but I was wondering where this exactly is... I think it could be in the inter membrane space but I have no evidence of that, or is it just surrounding all cells?
Colloid is found in thyroid follicles and is composed of the protein from which thyroid hormones are made.
This link below states: "Follicles are filled with colloid, a proteinaceous depot of thyroid hormone precursor."
That precursor is called thyroglobulin.
The image below shows micrographs of the thyroid.
In the image, the colloid is surrounded by thyroid epithelial cells, which collectively form a follicle. The lower mag on the left shows many follicles filled with colloid. The image on the right shows one follicle. The white areas inside the follicle near the epithelial cells show uptake of colloid by the epithelial cells, which are activity synthesizing thyroid hormone.