I think the problem is not with the collector itself, but with how the Jira embed script is being loaded inside Mendix.
The Jira Issue Collector needs its external JavaScript to load completely before the trigger is executed. That is why you are seeing “issue collector not loaded yet”.
Also, please check whether your Mendix app/page is using the React client, because Mendix states that the HTML/JavaScript Snippet widget is not supported there. In that case, simply pasting the Jira embed code into an HTML or JavaScript snippet will not work.
My suggestion would be:
If needed, a safer approach may be to open the Jira collector from a custom JavaScript action or external page instead of directly pasting the full embed code into the snippet widget.
If you can share whether your app is using the React client and how exactly you added the collector code, it will be easier to suggest the correct implementation.