I need to be able to inventory a consumable product because I need to know where it is (althought don't knew the actual stock)

In inventories there is a domain that prevents to add a line with a consumable product, and I can understand it because I can’t (or I don’t want) to control the stock of this kind of products (I think this is the main idea behind the consumable property). The “Complete Inventory” button is coherent with this behavior.

On the other hand, when I try to assign a move (from a stock shipment or from a production, for example) Tryton tries to resolve the from location field based on fifo (it will propose the oldest lot with stock>0). But I cannot assure whether I have or not stock of the oldest lot, so I cannot assure that the product is in the proposed location.

I need a method to say Tryton that I still have stock of a certain consumable product in a location or that I no longer have. And I think that the better way is doing an inventory.

I do not know to which feature you are referring but Tryton does not do fifo assignation.

Consumable product are not constrained by the assignation process so at some point it is useless to make inventory for them.
But there have been some discussion about allowing inventory for them:

I think we could remove the constraint as long as inventory is not filled with consumable. This way the current workflow is not changed but we allow a new one for those who need it.

Now back to your case, it sounds really like you should not use consumable product as you are tracking those lots.

Hello, I hope you are well,
A query, in companies that have products that they buy and sell but also consume, how could you record the loss through a sale to a customer?

Consumable products are not for company consumption.