I had this very same thing happen to me. Except the cat didn't have a collar. I didn't know the cat was pregnant. She was skinny as all get. We gave her milk but since we rented a condo where the owner made us sign a no-pet lease, I couldn't take her in. She left, came back the next day, same thing, I gave her milk. A few days later I open the patio door and she comes running inside the house! She never tried that before. She runs up the stairs and into my closet hops up to the laundry basket and gave birth to 2 kitties... both dead.
That was a tough time for me. We went ahead and took her to a girl I know that rescues cats. She died a few days later.
I felt that if I would have just taken her straight to the rescue, she would probably have been saved, and maybe even her babies too.
On a side note, my lease said no-pets, but for some reason, my bird and fish didn't count as pets. Crazy world we live in.