This is my first time responding to a subject, so here I go. A friend of mine has Shelties, and she has the same problem as you. Myself and her vet told her what I will tell you.
Demodectic mange involves the autoimmune system, which is suseptable to such things as stress.
The Invisible Fence you installed sounds like an excellent example of environmental stress, however a neccesary one. Your vet is treating your Collie accordingly, so he should have a full recovery soon. Don't give up on the I.F. though.