By locality, vanhees71 means "locality of interactions". If we are in the minimal interpretation, the "locality of interactions" enforces no superluminal signalling. Collapse, whether physical or not, is consistent with locality of interactions for two reasons.
1) In the minimal interpretation, strictly speaking locality of interactions refers to the form of the Hamiltonian. The collapse (physical or not) does not affect the Hamiltonian, so collapse does not affect locality of interactions.
2) In the minimal interpretation, locality of interactions in the Hamiltonian enforces no superluminal signalling ("locality"). Collapse (physical or not) does not permit superluminal signalling, so collapse is consistent with locality.
3) For collapse to be inconsistent with locality, one must mean something more than locality in the minimal interpretation. One presumably means classical relativistic causality. I suspect that this is what vanhees71 means when he says collapse is inconsistent with locality of interactions - he must be taking the Hamiltonian to be real, and obeying classical relativistic causality. He may even be thinking of the action, which for a bosonic theory has the same form as classical relativistic theories. Collapse, taken to be physical, is certainly inconsistent with this form of locality. However, it is not correct to object to collapse for this reason, since Bell's theorem guarantess that classical relativistic causality is dead.
If vanhees71 were truly using a minimal interpretation, locality would have the meanings in (1) and (2). However, I believe he is using locality in the sense of (3), which means he is actually breaking from the minimal interpretation.