They are stored in your Profile Save and count across all playthroughs and saves.
When you die you don’t need to pick up the Collectibles again. There’s also no need to have all Collectibles in your Backpack or Manual Save at the same time. To get missing items via Chapter Select: go to Title Screen > Chapter Select > find the missing item (no need to reach next checkpoint or finish chapter) > Load Main Save with furthest Story Progress (important to not lose access to chapter select) > Quit to Main Menu and it will have updated the Collectible Counter. If the Parts & Supplements stop spawning for you, it means you’ve fully upgraded Ellie (not a glitch). They also carry over into New Game+. You can keep track of your progress via Chapter Select in the Title Screen. None of the Collectibles are missable! You can get them via Chapter Select at any time.