When you delete an xml file in jmx-datacollection.d folder and collectd-configuration points to it, OpenNMS starts and raises a datacollection error. For example:

This message does not help to find the real issue.

Collectd is referencing the datacollection name as you can see here

So it knows where to search for datacollection files. It should complain about the missing datacollection and/or datacollection file.