The collectible may take a minute or two to appear. In addition, Collectibles do not appear or dissapear while the game is paused.

Therefore, if you start an event that causes a collectible to appear, and the game is paused when it's supposed to appear . . . you're short. You don't get a collectible. No soup for you.

The moral of this story grasshoppah, is that chief-collectibles and pausing do not mix well.