Help I lost my pport...?

First of all, what exactly do you mean by "file for residency"? Your sister must first file an I-130 petition for you. Once it is approved, you have to wait for a visa number to become available, wait time for sibling of a US citizen is usually 10 years. That is the only time you can file form I-485 (adjustment of status) or "file for residency." It sounds like you were just about to start the whole process. If that was the case, then you should maintain a valid nonimmigrant status here in the US during the wait time, otherwise you need to go back home to Colombia and wait there. Since you mentioned that your visa has already expired, yes you are actually illegally present here at the moment. Why haven't you tried contacting the Colombian Emby to get a new pport? I would ume you also lost your I-94? Either way it doesn't look like you'll be able to file even the petition at the moment since you don't have your basic doents. It's probably best to consult an immigration lawyer, but it seems like no matter what happens, you're gonna have to go back anyway while you wait for your sister's petition.