I have collected all the items so far for this months weekly events, but I have not received any of the weekly rewards.
Can anyone tell me why not or what I need to do?
Do they all pay out at the end of the month?

Hi, are you referring to the Autumn Leaves, mushrooms, Chestnuts and Umbrella (future)?

If YES, I always receive mine once I collected 3, 6, 7 of each items and get 10 gems, a chest (usually gives only food and not a dragon) and a chest again (usually food again but if you are lucky a dragon).

I received rewards once I close the game and return/open it later.

Maybe you did received them, it's just that you click so fast you did not notice?

If you are not referring to the above September collection, please specify more or wait until moderators commented. They are always understand what players meant.

I think GemS covered it, if you have not received them, i suggest you send in a ticket to support but before you do check your storage to confirm you have all the right number if items, at this point you should have 7 each leaves, chestnuts and mushrooms.