I'd go with nylon Lupine collars as well. That way if Henna does chew them, they'll be replaced for free. I'd also invest in some bitter apple (I find it works better than the citrus ones like the orange, or lime available) and spray it on the collars - that might deter her. You definitely need to work on getting her to stop grabbing the other dogs' collars somehow as that behaviour has the potential to be dangerous, as I'm sure you know.