Golly.....where to start.....?
Wet forming is somewhat of a misnomer, in most cases, and for our uses should probably be called 'damp' forming. If the edges are curling, it's too wet. Do a search for "Casing Leather" by Hidepounder. All you need to do is rehydrate the fibers in the leather, and it takes a lot less water than you might think.
Eco-dyes are water based. If you get eco-dyed leather wet...the colors WILL run. No matter what, that collar will have be sealed really well to keep from coloring the neck of the wearer. IMO, it'd work better with spirit dyes, and yes, you should put a light coat of oil OR some other conditioner on the pieces. The leather needs to be conditioned to remain a little flexible and not make creaking noises when the wearer moves. Have you considered Vinegaroon? Do a search on it, it's a great process if you're using BLACK.
For the assembly stage...I'd suggest spraying the dyes (if you're going to use them) or dip dyeing, then fit the pieces together and allow to dry. Once dry, disassemble, and seal with a spray....several light coats so you don't get any runs. Also, have you considered lining that collar? I get the feeling that somewhat stiff veg-tan AND pieces of rivets could get rather uncomfortable, which I didn't pick up as the intent since you stated Goth, not BDSM. Consider lacing or buck stitching the pieces together, maybe with some color matching "satin" cord? (personally, I love the red 'satin' cord against black leather) You'd get a great contrast and it'd be a lot more comfortable, and more adjustable.