Mackay suggested that re-electing Peter Goodfellow as president of the National Party might cause people to questions Collins' leadership.
National Party membership wasn't happy with Goodfellow's appointment, and former MP David Carter resigned, saying he had zero confidence in his leadership.
"Peter is not the problem," Collins said.
National's difficulties stemmed from going through three leaders in four months last year, issues around selection, and disruption from Covid-19, Collins said.
"But actually the problem is - no one should even know who the president of the National Party is - because who even knows who the president of the Labour Party is?
"It was that sort of rubbish that we had last year that actually was very, very hard for people to overcome."
One of those three leaders was Simon Bridges. Mackay asked Collins how she felt about him writing a book and "growing his hair long".
"Well I've written a book and I'm growing my hair long. He's obviously following his leader," Collins said.
Collins and Bridges both took part in Cook Island dancing at the National Party conference over the weekend.
Collins downplayed Mackay's suggestion that it was "bizarre".
"We were asked to go on stage and do a bit of Cook Island dancing. I'm personally better with the Samoan Siva but I'm good to give these things a go.
"It was a great night and people were really enjoying themselves."
Finally, Collins had stern words for Green Party members who recently moved a portrait of Winston Churchill from the walls of Parliament.
Listen below:
"They thought it was important enough to order down a portrait of Winston Churchill that's stood there since the 1960s because they had to walk past it."
The portrait was in a public part of the building and it was an "utter disgrace" that Parliament agreed to move it, Collins said.
"It just shows you how pathetically wet and soft these guys are, that they did that."
Collins was "very happy" to take the portrait to the public part of the National Party floor, and she said was thinking of having a celebration to welcome it.
Also in today's interview: Collins talked about the Government's Covid response and the "interesting" numbers from leaked polls.