As far as the weapons, whatever it offers won't appear unless that weapon is the active weapon at the time. For instance, I have a Wizard who got some staff which raises intelligence 3 points. So I equip the staff before copying spells to my spellbook, to get the bonus, but as soon as I equip her normal weapon, her intelligence returns to normal. So that may be the deal with the weapons. Not to mention that I don't know if there is an icon for Disease Immunity-- after all, I don't think Paladins get such an indicator when they reach the level where they acquire it. Maybe I'm wrong-- my paladin has a couple of levels to go to get it.
As for the collars-- the only one I'm familiar with atm is the Worg collar that makes you immune to Entangle. If I put it on my monk and send him into a collection of baddies so that they swarm him, then have my druid and ranger cast Entangle right on the monk, the status window says "Immune to the effects of Entangle" every time the spell tries to entangle her (and of course she is free to get out of range of the pots of flaming oil that everyone else is going to be throwing on the entangled bad guys
), but otherwise there is no indication that it is active, which I find to be quite normal. Is it possible that the collar(s) you have are similar, in that their effect is not of the type for which there would reasonably be an indication?