Collum also remarked on referee Matthew MacDermid's body language leading up to Rangers striker Cyriel Dessers' goal against St Johnstone in their Premier Sports Cup victory at Hampden Park last month.
Former referee Collum, who took charge of Scotland's officials this summer, explained some big decisions from the first four weeks of the season in 'The VAR Review', a new monthly show on the SFA's YouTube channel.
He reviewed the controversial incident at Celtic Park when Hoops striker Kyogo Furuhashi touched the ball past Robby McCrorie before colliding with the Kilmarnock goalkeeper.
Referee Don Robertson and VAR officials concluded that "the goalkeeper just makes himself big", but Collum said: "We believe this was the wrong decision. We have coached the referees and the VARs that a penalty kick should have been awarded here.
Trending"It is an unexpected free-kick with the way the ball is chipped. It catches the on-field referee by surprise and it's very difficult for the referee to find an angle round that wall to get a proper view.
"The Celtic player clearly gets ahead and touches the ball past the goalkeeper and we then think the goalkeeper's actions are reckless. An off-field review should have been requested and the referee asked to come to the monitor."
Collum also highlighted the incident when referee David Dickinson turned down Dundee United claims for a spot-kick after the ball struck the arm of Dundee defender Luke Graham.
"This was a missed handball," said Collum. "The ball firstly travels from distance, from a corner kick.
"The Dundee player, when he jumps, his arm is in an unnatural position and he's not jostling with an opponent."
Collum also cleared up a contentious Rangers goal against St Johnstone when Dessers netted after dispossessing Saints defender Jack Sanders.
Some of the players and manager Craig Levein suggested their defenders had been distracted by MacDermid signalling for a Saints free-kick.
Collum revealed an audio recording confirmed that the official had not blown his whistle before the goal was scored.
"Here, the referee probably doesn't display good body language," said Collum. "His body language when the challenge is made is edging towards a free-kick.
"But he correctly delays the whistle, he correctly communicates so the VAR is aware of what he intends doing if a goal is scored and, when the ball hits the net, he then blows his whistle for what he deems to be a defensive free-kick.
"VAR checks and realises the Rangers player hasn't committed a foul and they therefore recommend an on-field review.
"Apart from the body language, the correct process was followed and ultimately the correct decision was reached."
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