When I delete a clips from one Keyword Collection it deletes it from other Keyword Collection

You remove a clip from a keyword collection, by removing the keyword attached to it in the keyword HUD. What are you doing?

IIt's a common process used by many tag passed applications and systems.

If you right click a clip and select Move To Trash, that is exactly what it does, moves the whole clip to the trash. Like Tom said, you remove the keyword, Cmd-K.