I'm sometimes moderately Eurosceptic, but even I think the chances of the EU actually collapsing are slim to remote. The EU and its member states have considerable latitude to adopt fiscal and some monetary policy to fend off that outcome by increasing political integration (which is generally accepted as a desirable outcome, at least in general terms) and become much more of a transfer union than it already is. It wouldn't be popular, but it is doable. In principle. If the alternative is collapse.
If there are threats to the integrity of the Union, they likely lie in member states simply ignoring the rules if things get bad enough, and there isn't all that much that the European Commission can do about it. It has Article 7 sanctions which ultimately result in losing voting rights. But so far as I know, there is no current mechanism by which a member state can actually be expelled, nor can it be deprived of the benefits of being within the customs union or single market.
1 certainly don't see any more states leaving the EU any time soon. Apart from the disincentive provided by the case of the UK, there are very few EU MSs that might be inclined to want to leave and which also are not in the €Z. Leaving the €Z would be very difficult, and states that are landlocked by EU MSs have limited surface freight options that don't involve transit through the EU and thus be subiect to the Common External Tariff.
All of these things are possible, just not very likely.