If protons and neutrons are made of quarks, what material is the sheath that surrounds those quarks?
Quarks, like any sub-atomic particle, are an energy density, which can be located in a point due to color confinement and obtain other properties of it.
They are not like a little sphere that you can grab.

Quarks are theorized as either a fluctuation of a quantum field: strings or made up of “smaller particles: preons .
However, being so small, they cannot be observed directly and are basically a point.
What surrounds the quarks?
Quarks are bounded by gluons, however gluons are not like an envelope.
The gluon is a boson or particle carrying an interaction, in this case the strong nuclear interaction.
When interacting with the Quarks, it endows it with a color charge analogous to the positive (+) and negative (-) in electricity, however the color charge has 3 “polarities” or a triple (red, blue and green), ( anti red-anti blue-anti Green).
Representation for the triple (blue, red and green)
ψ =⎛⎝⎜p1p2p3⎞⎠⎟p=(p1p2p3)
Representation for the triple (anti-blue, anti-red and anti-green)
p¯¯¯=⎛⎝⎜⎜⎜p¯¯¯∗1p¯¯¯∗2p¯¯¯∗3⎞⎠⎟⎟⎟p¯=(p¯1∗p¯2∗p¯3∗)
Due to this triple, you will generally see stable particles (those that do not transform into others over time) composed of 3 Quarks, such as the proton, and another semi-stable one such as the neutron. Since it not only binds the 3 Quarks together, it also binds the hadrons to the others in their surroundings, but with a smaller magnitude, however strong enough to make them stable.
*Representation of a nucleus formed by Quarks
The gluon together with the quarks interact through this color charge, forming a field where the fundamental interactions can exist, except the gravitational one, called the Yang-Mill field.
This interaction “would be like the envelope” delimiting each Quark in the field, with all its measurable properties.
This charge of color unites the Quarks with an incredible amount of energy, so much so that it prevents the Quarks from existing alone or free (or as they say confined). If we give the force that repels them the value of 1, then the force that unites them has a value of10601060
This force is so incredibly strong, that if you try to separate two quarks, a new quark could form, it’s like if you pull on a spring, and it tries to return to its original length.
This force is incredibly strong, but it has a very short range, only 1 femto-meter or limited within the core.
This force is called the strong nuclear force, and it is what makes the nucleus of the atom exist and be stable.