Before proceeding further with AF HA configuration would request you to go through below KB article from OSIsoft on pros and cons
We would strongly discourage the use of AF Collectives as an HA solution. The other HA options advantages outweighs by so much that of the AF Collective. Please refer to this KB article: KB00634 - High Availability (HA) options for PI Asset Framework (PI AF)
"Note: We no longer recommend PI AF Collectives due to the lengthy list of Cons."
I'm not sure I understand your end goal here. The best* HA solution is to have a network load balanced PI AF Application service connected to a back end SQL Server with always on.
Can you explain a little more why you would like to move away from this setup and use an AF Collective instead? Or is it that currently both PI AF Application Service are hitting different back end databases?
*- Of course "best" depends on use case. For most use case, this HA setup is the best.