Movies in Collections removed from collection after marked watched

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I have library of movie collections

I'm not quite sure what you mean here. A Movies library exclusively for collections? Or your movie library includes manual collections? I haven't heard of known issues related to this exact behavior, but did find one similar: https://github.com/jellyfin/jellyfin/issues/12032. Are you using remote storage sources (e.g., rclone, samba, nfs mounts)?

Could you provide your logs via privatebin so we can take a look?

A workaround may be to remove the triggers for the scheduled task that cleans collections and playlists. One other thing to check is whether you have real-time monitoring enabled.