Is it possible to make a collapsible origami bellow/sleeve without using glue?
It is not a problem about origami so much as a problem of topology. If you are starting with a sheet of material its topology is genus 0. The shape you want, a sleeve, is genus 1 like a donut. The two are topographically unique and you cannot get from 0 to 1 without connecting the sheet to itself at some point, thus the glue. 

If you had a seamless tube of fiberglass material, then you could get into the folding process that would give you the sleeve shape you want, but it is impossible with a flat sheet.