read all files in directory

What formats are you converting between? The answer may differ slightly depending on whether you are reading file based or folder based datasets

This will probably help: https://knowledge.safe.com/questions/29907/write-the-result-on-the-same-folder-as-the-input.html

What you need to do is find the source directory (it is stored as an "FME Attribute" called "fme_dataset"). Then you use that in a fanout on the output. I'm not totally sure about collada. You may follow the instructions there to set the feature type name; otherwise it might need a fanout on the writer (look for the fanout setting in the Navigator window)