April, I will tip toe back in.
This is my opinion, and please understand that I'm on the same road you are. But I do think I'm getting a handle on it. I was and am in the same position as you are, struggling to understand what I was aiming for.
Of course, you aim for what is right for the horse. So what I aim for with Cisco is not the same as what I aim for with Tam, because they are very different horses. Not just in build, which will dictate how easily they can collect (given they are both healthy, fit and relaxed) but also in their own desire to be collected.
Because we are working without force, without bits, and sometimes with nothing on the head at all, "desire" becomes all the more important. Natural ability is important. Many horses here have it...from ponies to drafts. They show it in play, so you know they have the ability. The desire, is not only the desire to express themselves, but to do so at the behest of a human. That is, how much they enjoy the interaction with people.
With that out of the way, then you have to look at horses that are collected. Which ones are collected? Nevzorov's horses are collected for Haute Ecole work. Personally, I don't think they bend as well as they could, but for strictly Haute Ecole work, they don't have to (I'm guessing here) in the same way as a horse who must do a lot of circles. Most of the movements require them to be fairly straight. Competitive dressage horses are collected for the modern version of dressage. My personal opinion NOW, is that they suck at it, but it's still better than I can get right now! So anyway, they are collected to a degree. In the minds of their riders, there is no question. They are collected.
So it comes down to who you ask. Nevzorov's horses are collected. Walter Zettl's horses are collected (the higher level ones). Nuno's horses are collected. There is a different degree of collection required for dressage movements (the kind we know today), than for Haute Ecole horses. But both, if properly trained, are collected.
The higher level horses you see on the Walter Zettl videos are slightly better collected that you will see at the Olympics IN MY OPINION. But most of them are also in training. The horse you see in the fourth part, just learning to piaffe (? I think?) is about the best in the whole series. He gets under himself more than you will likely ever see at the olympics. But again. Ask MR. Zettl, and he'll say the horse is collected. Well, he's right. The horse is. Again, in modern dressage terms, but with a bit more influence from "classical" dressage because that is Mr. Zettl's aim.
So if your goal is Haute Ecole, then you have to ask yourself if you prefer to just aim for the top and work toward Haute Ecole movements, or if you are more like me and just wish to see if you can have it all...the forward movements, the wonderful bend, the loose back and hips - dressage (only done better than Olympians! LOL! ...THEN Haute Ecole movements later on when the horse is his strongest and of an age to be able to take "to the air". I don't want much.
Oh, maybe to be able to do Garrocha bridleless too. And Spanish reining (without the reins) or spanish dressage.
Breeds or build of horses? I don't suppose it's a coincidence that most of the horses you see doing Haute Ecole are Spanish, or similarly built. But I've seen other breeds do it as well in books and videos. Again, it comes down to the horse's suitablity (physically and mentally), and that suitablity is determined by people who have generations more experience than I do.
But my point is, that the answer to "what is collection" is dependent entirely on who you ask. So this is what I have done: I have depended a great deal on photographs or videos of horses doing what I want to do. Then I ask myself if I can figure out how to duplicate it without any direct instruction. My biggest question concerned the poll. Somewhere here is a discussion a bout it. Not just the level of the poll, but the release of it. I couldn't wrap my head around whether or not a poll could be relaxed without a bridle supporting the horse's head. Now I know. Yes, it can. I have a friend/trainer who helps me with these types of questions, who is kind enough to wrap his head around the topic from a bridleless perspective, and patiently explain it fifteen different ways until I finally understand.
But I am comfortable in "learning as I go". I know a little now, and by the time I get further along in Tam's training, I hope to know enough to help him go that much farther. Maybe then I'll be a bit more qualified to hold an opinion.
But I don't think you will find a pat answer. Pick your favorite horseman and study the photos. That is basically what I do. I think this is rather like asking someone "what is beauty".