Is it possible to set up a Collection that includes all Clippings documents?
No - Collections are for Logos resources.
What are you trying to achieve?
I would like to search a particular clipping document. I found out from an earlier post that the "Ctrl +F" find feature with the Clippings panel is not the best way to search since it evidently doesn't indicate where the result is within the clipping. When I use the regular search (the magnifying glass) I can't seem to select just a single clipping to search. It looks like I can do a search on "My Documents" resources but I think it could include more than just clippings. I thought if I created a "collection" with all my clipping documents then I could just search that collection. I thought that might get me as close as I can get to just searching a single clipping document.
Understood - yes, the nearest we can get is a search on My Documents which does allow you to see search results in Clippings
It looks like I can do a search on "My Documents" resources but I think it could include more than just clippings. I thought if I created a "collection" with all my clipping documents then I could just search that collection. I thought that might get me as close as I can get to just searching a single clipping document.
A "collection" of clippings won't give you a result that is better than the current search of Your Documents; which will locate the actual clipping within a Clippings doc. A search option of Clippings (in addition to Your Documents) would achieve what you want, but it is likely that Faithlife will move Clippings into Notes at some time!