Mathieu Baillif provided an answer to the question. I'll leave here some more notes for future readers. The following strengthening of the theorem in Gauld's book "Non-metrizable manifolds" holds:

Let $X$ be a Hausdorff space, and $X' \subset X$. Then $X'$ is collared in $X$ and $X'$ is strongly paracompact in $X'$ if and only if $X'$ is closed in $X$, $X'$ is strongly paracompact in $X$, and $X'$ is locally collared in $X$.

This is quite a nice theorem. However, it leaves open the characterization of non-strongly-paracompact collared subsets. I would be interested to hear if someone can complete this generalization.