In fact, Peters there was a "certain respect" between him and Collins, as they both studied law, where "facts" and "evidence" mattered more than "speculation and innuendo."
"I know that she's had a legal background and I respect that in particular".
Mutual admiration aside, Mackay stuck with his theme of Collins making Peters' job of "staying in Parliament" more difficult, a suggestion the NZ First Leader brushed aside.
"It's one thing to change the leader, it's a whole lot different to change the trend and all the margins in between.
"I'm not here to give you a political science lecture but let me tell you this. Nothing has changed in the context from just five or six weeks ago. I can recall them all walking out of the National Party leadership caucus decision all cheering, all going on TV and all the media saying this is fantastic.
"You see what I mean? That's how you think this morning. But you won't think that tomorrow morning, next week or the week after that. So let's not all get carried away here".
No matter who the Opposition leader is, Peters said New Zealand First would weather the political storm.
"I've come 27 long years being put down by the journalists and by the pollsters and by these shyster and schemesters and we've survived and we're not going down now because these merchants of deceit think they can push some poll that says New Zealand First's is not coming back.
"You watch, they'll come back in time".
Listen below:
Fieldays Online
This year, Fieldays organisers made the historic decision to hold the event online, due to the Covid-19 outbreak.
Fieldays Online kicked off this Monday and is housed on a website where both local and international visitors can attend virtually.
Peters thought the move was a "tragedy" and the result of "premature" decision making.
He also had an issue with The New Zealand Agricultural Show (formally the Canterbury A&P Show) being cancelled.
"You take the Christchurch field days ... the big event in November – that was cancelled a month ago and I thought why on earth are people jumping to a conclusion now, when by November we'll be set to go surely?"
"You follow me? As long as we've got our borders under strict control – why did we make that decision? "
"A lot of decisions have been made that are premature that don't show cool, calm experienced heads when things like that happen."
Also in today's interview: Peters discussed whether Collins could inspire disaffected National voters to shy away from a tactical NZ First and the possibility of a National/Act coalition government.