Can one part of your digestive tract have a food allergy while the rest shows no damage? Could your Colon have a wheat allergy but no sign elsewhere?

Yes. Food allergies and intolerances can present in different ways and involve different parts of the body in different ways. Some people will experience stomach or esophageal symptoms while others will have intestinal problems.
Yes . What you are talking about probably refers to celiac disease which a portion of the colon called Jejunum. Proteins in wheat can cause damage and can cause diarrhea ,weight loss anemia etc .Consult your gastroenterologist who may be able to help you.