The colourful simplicial depth conjecture states that any point in the convex hull of each of d + 1 sets, or colours, of d + 1 points in general position in R-d is contained in at least d(2) + 1 simplices with one vertex from each set. We verify the conjecture in dimension 4 and strengthen the known lower bounds in higher dimensions. These results are obtained using a combinatorial generalization of colourful point configurations called octahedral systems. We present properties of octahedral systems generalizing earlier results on colourful point configurations and exhibit an octahedral system which cannot arise from a colourful point configuration. The number of octahedral systems is also given.