Hi K - collagen is made most often from beef proteins - usually from sourced from the skin of a cow.
Buy sausages in natural casings - made from sheep, pig or cow intestines. This allows the sausage to cook much better in the 'old fashioned' style as well.
Natural casings are always better than the plasticy Devro skins. Manufacturers often use Devro casings as they have a lower bug count. I'd rather take my chances and have the real thing. I buy my sausages from John Noble at Orton Farmers Market who rears his own Saddleback pigs. Real Cumberland sausages, yum