I am pretty sure I have a colony of Red Tailed Bees in my house wall. Having been pretty keen to sort out plants to attract bees to my garden I dont want to destroy the colony unless it will become detrimental to our house, or our lives. They are entering through the air brick to the downstairs toilet which is on the side wall near the front door. This means we dont walk past it ever, the only reason we know they are there is you can hear them buzzing through the inside half of the vent. I recently put a new grill up which is too fine for them to get through so they cant enter the house from there.
I can't seem to find much about them online, but I dont want to get over run by bees, nor do I want to turf them out unnecessarily, so over to the STW hive mind (see what I did there?)...
Try some sound insulation.
If they're anything like apis mellifera - honey bees - they'll have coated the inside of the cavity with propolis which seals the cavity and prevents further damage to the structure. However, the colony will stay put until you either drive them out or kill them. The colony will grow, and when it starts to get too big for it's current home, a new queen will be born and most of the colony will leave with it. They'll find another suitable home so which will probably not be too far away, hopefully not in your house. Beekeepers normally set up a bait hive nearby to capture the new queen and her swarm. You could always set up a bait hive (skeps are relatively cheap and/or easy make), use that to capture the first swarm, then kill off the one you have in the house.
Bumbleys are different to Honey bees because when they requeen in the autumn, the new queen leaves and normally goes underground leaving the old hive to die off, meaning the colony never goes above 200-250 (IIRC) anyway. You probably picked up an extra queen from a nearby hive.
The chances are even if the new queen stays in your wall she'll probably die in there anyway as underground she can move / go deeper if it's cold, which she obviously can't in your wall.
It'll be a small hive, it won't last long anyway, so if you're happy to have them I'd suggest leaving them 🙂
If they beat the odds by staying a second year, get in touch with your local bee-keeping association and ask for advice. Not sure how they'll remove them though if they are difficult to get to, other than destroying it 🙁
[edit]p.s. Block off the hole this winter so new queens can't find it and start over again next spring. And if they can't get through the new gauze remove it