In my case the file /etc/collectd/collectd.conf.d/disk.conf didn't exist and I had to creat it
LoadPlugin disk
<Plugin disk>
Disk "sda"
Disk "dm-1"
IgnoreSelected false
</Plugin>
System: Updated: NAS N5200, 1GB RAM, 8GB Disk | i386 | OMV 5.0.10-1 usul