A well regulated Militia, being necessary to the security of a free State, the right of the people to keep and bear Arms, shall not be infringed.
Ask yourself who makes the Militia regular? By the way, that is much closer to the meaning of regulate at the time the Bill of Rights was written. The answer is the people. Now ask yourself the question where were the Militias were based? At a national level or state level? It was at the state and/or local level. Read the Militia Act of 1792 for a better understanding. The notion of a free state is very important. It wasn't after reconstruction that people identified themselves as Americans. They were Pennsylvanians or Virginians. State militias were important to preserve state rights against a potentially tyrannical federal government. So it is a collective right at the state level, not the federal level.
It is also an individual right. It is clear as day in the words of the 2nd Amendment. Something to understand about Militias at that time, and the law at that time, individuals owned their own weapons used when serving in Militias. Yes, there were some weapons purchased by the Militias for those men that did not have weapons, meaning long guns, and also cannons. But as an individual you could own cannons, and privately owned merchant ships did have cannons.
The most important thing about the 2nd Amendment is that it is a check on the federal government.
I actually considered the possibility of collective but, that wasn’t really the question for the radio host.
No one was able to articulate what might constitute a collective right but, it must start with the individual right.