I think that your specimens are Gloeocapsa sp. Gloeocapsa has several species with wide gelatinous sheaths, concentrically lamellate (lamellation distinct or scarcely visible),intensely or partly coloured by sheath pigments (gloeocapsin, scytonemin), yellow, yellow-brown, orange, red.
I originally identified them as Gloecapsa sp. However the genus descriptions I have read so far state that Gloecapsa sp. is epibenthic and only rarely found in the plankton.
Mihaela, have you observed Gloecapsa sp. as free-floating colonies? I am looking at planktonic samples that contain several hundred of these colonies.
I don't think it is a cyanobacterium. Looks more like Gloeocystis sp., which is a colonial green. Assuming it's not an artifact of the photos, the dark iodine staining (ie. starch granules) suggests it is a green.
Poor fotos, but this is most probably a green colonial form (from the colour, I guess that you fixed with Lugol´s solution). In my opinion, it is not possible to exactly identify the genus, because for such an identification, you will need high resolution fotos showing mother cell walls and other details.
If in the light-brown photograph, chloroplasts are visible, you should look for a green algal. Did you check Eudorina/Pandorina? The flagella may be lost during fixation.
Unfortunately, the image has a poor quality, which increases the difficulty to identify this algae. Considering the traits I could observe, I believe it is not a cyanobacterium. The different cell sizes is not typical for the cyanobacteria species. I think you have subcolonies present and I believe it is a chlorophyte. I suggest you check the genera Gloeocystis or Sphaerocystis, since it was not clear for me if the species has one or more mucilage layers.
I really think this is not a Cyanobacteria. The wide variation in cell size is not common among the cells of Gloeocapsa. You can observe your sample and see literature about chlorophytes, since the image here has not a good quality.