Due to the Collector stage onwards now being integrated with the main storyline, starting at the Collector is no longer recommended as a viable alternative option
It'll be like going to see a movie at a cinema and coming in halfway through, or starting to read a book from the middle
In other words, the plot and the dialogues won't make sense unless you've made it through the first part of the game, and make a natural transition from the Dead City to the Cordon to start what used to be known as the independent Collector level - because it's no longer independent...