[ENH] Improve `BaseCollectionEstimator` `_check_X` collection datatype validation

[MatthewMiddlehurst]

Describe the feature or idea you want to propose

_check_X had checks for multivariate, unequal length, and missing values, but this could be improved with checks for specific datatypes i.e. numpy3d, np-list etc.

We should check if the input is one of these and if it is correctly formatted. Some of this probably done elsewhere, but likely will not raise an infromative error.

Describe your proposed solution

Create a function i.e. check_collection and return a informative errors if the datatype is not valid.

Describe alternatives you've considered, if relevant

No response

Additional context

No response