There are detailed accounts of the massacre, but that's the problem. Somebody made up what they couldn't possibly know. Then other people (including Wikipedia sadly) reproduce their fiction as if it were known fact.
The hard part is to know where the known facts end and the making-up begins.
They were living under Dutch jurisdiction and presumably not attending any church. We don't know the date of the massacre and we don't know the location.
Nobody is citing any primary sources, so it's not clear how we know Anne jr married a William Collins. It's unlikely there'd be any record of the birth of a baby.
If there's a record of a William Collins having a son William in Connecticut, it's unlikely there'd be anything to say it was the same William Collins who married Anne Hutchinson.
It does look an awful lot like a story made up to supply a royal ancestry for the descendants of William Collins of Connecticut.
Wikipedia cites Anderson for the version that says Anne jr's husband was killed. Add the pgm tag to the thread.