Which from following substances is classified as macromolecular colloid?

Colloid classification depends on the dispersed phase particle structure. Multimolecular colloids form from aggregates of small molecules (e.g., gold sol), while macromolecular colloids consist of individual large molecules like proteins or synthetic polymers. Associated colloids (micelles) form aggregates only at higher concentrations, as with soaps.

Analyzing the options: soap and detergent form micelles (associated colloids), $\text{S}_8$ sulfur aggregates into multimolecular colloids, and nylon exists as individual macromolecules of colloidal size.

Nylon is therefore a macromolecular colloid.