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Roger Sherman's version of the Second Amendment
One more nail in the coffin of "collective rights" comes from the discovery, in the 1980s, of a draft for a bill of rights by Rep. Roger Sherman, who, with Madison, was appointed to the committee which reported out the bill of rights.
Sherman's draft (detailed in a New York Times article of July 29, 1987) was found in the Library of Congress collection of Madison's papers. It contains guarantees of freedom of speech and assembly and other rights, but in place of the Second Amendment has: "The militia shall be under the government of the laws of the respective States, when not in the actual Service of the United States, but such rules as may be prescribed by Congress for their uniform organization and discipline shall be observed in officering and training them, but military Service shall not be required of person religiously scrupulous of bearing arms."
The historical point here is that the members of the First Congress knew how to write a "collective rights" amendment, that would only have safeguard State rights to control the militia, if they'd wanted one.