While the feature you are requesting is currently impossible to implement via the UI, there are some features at your disposal.
First if you visit the broker, then open your quest journal, go to the collections tab, any item you click on will automaticly be searched in the broker window.
Second, you can now sort your collections by progress, category, etc to make it easier to see which are near completion.
Aside from those, the only feature I would like to see added to the current broker system is a clustering feature. For example, search for "Blue Sand" would come up normally like it does now, but searching for collection or Paladin adept's from 50-59 would show only one of each in a cluster format. Then you could select that one and see all the ones for sale in perhaps a different window, and buy the cheapest or see which house to go to for the best price.
Just my 2cp
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