HI Paul
I don't think it is only Collies afraid of those things.
Many dogs are.So far Falkor our White Collie(tri head) doesn't seem to be afraid of anything.Excep t maybe Magic barking his serious back out side at something in the alley,then he barks and runs in the house and barks in the house.every exicted to be his back up.
Lots of dogs get afraid .The worst thing you can do is coddle them,or tell them it's OK,because that just reinforses what they are feeling is OK.
I would keep her indoors,in a safe place even in a room she is comfortable with.You can try distractions,but in my experience it doesn't ususally work.Try to keep yourself in a calm normal frame of mind and energy,especially if she is like most Collies tunning into their owners she may get past it just following your lead.
We had a Springer spaniel you know the dogs that are outdoor all weather,loud noises just fine dogs,she was afraid of the dark,rain,thunder,fireworks,loud noises of any kind even kids toys.She never did get over it.
Right now I am pretty lucky all three of mine just want to attack them and get riled up.So I think the dog door will be closed tomorrow nite.
Good luck I'd love to hear more about your Collie though
you can PM anytime.
Tricia and the fur kids