Richard,
The Christian concept of the Holy Trinity comes from Jesus' revelation of it. He referred to God as His Heavenly Father; He identified Himself to be God's Son; and He taught us that He would send the Holy Spirit who procedes from the Father (which He did, after His resurrection).
In the Christian understanding of the Trinity, the one and only God is Three Persons who are undivided and of one essence. So, there is no "collective unconsciousness" in Christianity. There is God: The Father, the Son and the Holy Spirit, one in essence and undivided.
Among other things, that means all tree Persons of the Trinity are present whenever and wherever one of them is present. I mention that because some New Agers (and some Christians who are influenced by New Age) think that the Trinity is a metaphor for three different levels of human consciousness or three different operations of God in this world. Thus, they might says that the Father, Son and Holy Spirit of the Trinity are solely "Creator, Savior, Sanctifier" or "God Beyond us, God With us, God Within us." While those terms are accurate for God�s roles in creation, they are also incomplete. That is because the Persons of the Trinity are not defined by their roles in the world. The Persons of the Trinity are their own Persons, eternally existing within and comprising the ineffable infinity of God.
In short, the Christian concept of the Trinity is not analogous to New Age or East Asian monistic religions. The Trinity is not a metaphor for states of consciousness (including collective unconsciousness). The Trinity is not a metaphor for God's roles in creation.
Instead, the Trinity is who God is. And Christians know about it, and believe in it, because Jesus revealed it.
One of the best introductions to the Christian understanding of the Trinity is in a book by Bishop Kallistos Ware: "The Orthodox Way." If you are interested in the Trinity and in Jesus Christ, I highly recommend it to you.
May Jesus continue to guide you to the Truth. As He said, "I am the Way, the Truth and the Life."
-- John