My go-to team against Collectors on Insanity is Thane and Kasumi. Thane can use the Incisor if you have it and his Warp works well against barriers and armor. At veteran difficulty or less his throw can insta-kill abominations and husks and it will also throw Collectors off those platforms. For the Praetorian fight have Thane switch from his sniper rifle to the SMG. It would be good to pick up Tali before this mission so that your squad mates have the Tempest SMG. I use Kasumi for her flashbang. Flashbang will shut down Harbinger for about 50 seconds so that he is unable to launch any attacks. Miranda can work well here as well, especially if she has Slam. Her Warp is good, just like Thane's. Slam can have a number of uses: order her to Slam a Collector, then instantly order Thane to Warp them. You will get a biotic explosion that can kill or damage nearby enemies. Slam will also insta-kill husks and abominations.
For weapon training I prefer the Sniper Rifle for the added armor damage.
As an engineer your drone is you best defense, since it will distract all enemies, especially Scions and Harbinger (though not the Praetorian so much).
My preferred bonus power for this mission is AP ammo since it saves on ammo use, and adds even more power to the Sniper rifle when shooting Scions and Harbinger.
The one real problem I found was on the platforms with that one Scion on a platform that bounces back and forth. My drone did a poor job in distracting him. So what you need to do there is kill off the first three Collectors to fly in fast, then concentrate on getting rid of that Scion. If you are at normal or veteran difficulty, Thane's Throw can be used to throw at least one of those Collectors off the platform as it flies in. Your incinerate can panic another giving you time to kill it. Miranda can also Slam one as it flies in, and hopefully the platform will move out from under him while he is still in the air, causing an insta-kill.
When dealing with the Praetorian, take out the minions fast to give yourself freedom to kite from one cover position to another.
Get into the habit of managing your squad so they are in cover and not running around getting themselves killed.