Aye, it depends on the individual. Some are emotionally very robust - and from what I've seen of him, jaykay's Skye is such a one

- and others less so. My Dot is amazing, but if she gets worried that she's not 'doing it right' she just decamps back to the quad bike, or her kennel, and waits in safety. So I have to be very careful to not reprimand her - she's always trying to 'do it right', so if it's going wrong it's not through her want of trying!
A collie that's going to genuinely work sheep needs a lot of confidence, in itself and also in you to back it up if it needs it. Being obsessive, sensitive and often not emotionally robust creatures, I find it more productive to growl at the place I don't want them to be, rather than to let rip at the dog itself.
You sound pretty dog-savvy, ith. Hopefully if we all furnish you with our varied views, you'll be able to decide what suits your dog and your situation.

Ah, you've just posted about the pup that lost its confidence, so I can see that you understand where I'm coming from.