Ok, I thought about it some more, and I want to make a correction to my description! The twin photon does collapse, but it doesn’t collapse to a single point or a single path. It collapses to a different superposition, a subset of its original wavefunction.
I understand it is an option even under Copenhagen. So in your two-electron example, where your have 1/sqrt(2)(|z+z-> + |z-z+>), when you measure your first electron, what if instead of measuring it along z+ you measure it along z+45°? It collapses into up or down along that axis (let’s say up), and the entangled second electron collapses too, but it doesn’t collapse into z-135°! The second electron collapses into a superposition of (I think) 1/2 |z+> + sqrt(3)/2 |z-> . I.e. when you measure the second electron along z+, you get 25% up and 75% down. The second electron is correlated to the first, but it is no longer the exact opposite to the first, because the axis you measured the first at was not z+ but inclined to it. There is exists no axis that you could measure the second electron at and get 100% up because it is not a pure state, it is still in superposition.
So back to the quantum eraser experiment, when the first photon hits the screen D0 and collapses, say at position 1.5, the twin photon collapses to a sub-superposition of its state, something like 80% path A and 20% path B. It still takes both paths, but in such a manner that if you choose to measure which-path information at detector D3 it will be more strongly correlated with path A, and if you choose to measure the self-interference signal from the mirror at D1 or D2, it will still self-interfere and will be more strongly correlated with detector D1. What do you think?