We need to keep in mind the distinction between political jurisdiction and geographical location. Collinsport was always geographically located in a place that is part of the current jurisdictional area called Maine. It was never in a place that is part of the current jurisdictional area called Massachusetts.
It's made quite clear from the beginning that it's Maine. Victoria is a farily short bus ride from Bangor. They mention Maine many times throughout the series and rarely mention MA. Boston is referred to far more often.I can only recall the name MA being mentioned one time in 1795.