When Thanos fights Cap in Wakanda he still only has the power and space stones on his gauntlet. I think it's safe to assume him going to see The Collector looking for the reality stone happens before the Wakanda battle. This would mean that he never got the reality stone from him or, less likely, just hasn't put it on his gauntlet yet. Maybe the space team of Thor, Rocket and Groot get a hold of it or it shows up in the next film with a Valkyrie or Captain Marvel.