What? Sorry but no. There is no medium for the same reason that the old idea of "ether" doesn't work. There is no absolute frame of reference which a medium would imply.

The further we get from our natural scale, the less the natural concepts of our minds work. All we can do is to model things using our natural concepts. In the case of quantum mechanics, the model I find most satisfying is this one. But this is purely a model, no medium required.