Dunno for spinal cord. For cortex: "Foundational EM-based studies of individual Golgi- or dye-filled neurons ... have revealed that the local axon collaterals of both excitatory and inhibitory neurons may also be myelinated." refs in: elifesciences.org/articles/15784

A large fraction of neocortical myelin ensheathes axons of local inhibitory neurons

Parvalbumin-positive inhibitory neurons in the cortex have insulating myelin sheathes, despite forming only short-range connections.

Oooh, fantastic! Thanks Davi. Another reminder of how great it would be to have spinal cord EM