Another one of those which should I use questions :) Are these interchangeable or are they used in different instances. SpanishDict gave me the 2 side by side but I still couldn't work out if there's a difference.
They are normally synonyms, but there’s an important difference when you refer to a container:
Una taza (llena) de azúcar = A cup (full) of sugar.
Una taza colmada de azúcar = A heaping cup of sugar.
Llenar una medida, un cajón, un cesto, etc., de modo que lo que se echa en ellos exceda su capacidad y levante más que los bordes.
Porción de materia pastosa o árida, o de cosas de poco volumen, que sobresale por encima de los bordes del vaso que las contiene.
You might say that “su presencia me colma de alegría” is more than “su presencia me llena de alegría”.
In Spain, "colmado" nowadays is a word you probably won't hear a lot. They have a similar meaning, but you will hear "lleno" way more. However, a pretty popular expression is "Esto es el colmo", which means something like "I've had enough". There is another popular expression, that means the same: "La gota que colma el vaso", which literally translates to "the drop that makes the glass (of water for example) full.
"Colmado" in this case comes from this last word: "colmo", which refers to the part of a substance that comes out from a recipient, glass, box. etc. My guess is in case you wanted to use "colmado", you would be using it in situations where something is coming out from a recipient because there is too much of it, whereas "lleno" is used for general purposes: "el bar esta lleno" (the bar is really crowded).
My two cents, from my point of view as a native Spanish speaker. In the examples that you use, "colmado" and "lleno" are interchangeable. However, "colmado" gives me the idea that "it's more than simply full". For example:
"El teatro estaba lleno" = at full capacity, it does not provide any additional information than that
"El teatro estaba colmado" or "El teatro estaba lleno de personas" = if I hear this, I think the person tries to convey the idea that it was overcrowded, rather than simply saying that it was at full capacity.
Hope it helps