Islamic Colonies did indeed exist. Although I do not know about the histories of many, one that I have read about is the Empire of Oman/Zanzibar.

Although Oman today is a relatively small, low-population Sultanate on the Arabian Peninsula, it was once the seat of an Empire that stretched down the East Coast of Africa and spread up into modern day Pakistan and Iran.

Here is a map showing the extent of the Empire in the mid 1800s. Although it was by no means as large as the British Empire, it was definitely a formidable presence, able to force the Portuguese out of these East African strongholds such as Fort Jesus. The taking of Fort Jesus in 1698 is often marked as the Start of the Omani Empire. The empire continued to spread and from 1838 Sultan Sa'id ibn Sultan had made Zanzibar his primary place of residence, relocating from Muscat. Oman was able to accomplish this largely because of its Navy, which employed the usage of ships called Dhow. These ships were originally India, but were heavily used by Arab traders as they possessed certain advantages in areas such as the Persian Gulf and Arabian Sea, such as their general stability while retaining high maneuverability.

Unfortunately, the Empire itself fell apart with Sultan Sa'id ibn Sultan's death in 1856. After then, there was a succession dispute between his sons that had to be resolved by the British with the Canning Award. This essentially split the Empire of Oman into 2: Muscat with its surrounding regions and Zanzibar with the rest of East Africa.

I know that this is a short response but I have class soon. I can get back to this later if you have questions!