What is the fear of confined spaces called?

Claustrophobia

The fear of confined spaces is called claustrophobia. It is a type of specific phobia, which is an irrational fear of a specific object or situation. People with claustrophobia may experience anxiety, panic, or even a full-blown phobia when they are in confined spaces, such as elevators, tunnels, or small rooms. They may avoid these places altogether, or they may only be able to tolerate them in certain situations.

The other options you gave are not the fear of confined spaces:

• Chromophobia is the fear of colors.
• Coulrophobia is the fear of clowns.