Daicos capped his 30-disposal game with a booming goal in the last term that relieved plenty of pressure on the Magpies, who beat the Saints 16.12 (108) to 11.8 (74) on Saturday night at Marvel Stadium.
The ladder-leading Magpies often looked rusty coming off the bye, and St Kilda only trailed by 10 points early in the last quarter.
But with Windhager hard on his tail, Daicos snapped an outstanding goal midway through the final quarter and it proved the turning point.
Collingwood kicked the last four goals of the game, with the younger Daicos more prominent in the second half.
St Kilda suffered a blow immediately before the first bounce when Mattaes Phillipou, recalled for this match, had to pull out when a lower-leg injury flared as he warmed up.
Beau McCreery was prominent early for the Magpies, but he also left the game at quarter-time because of a hamstring problem.
After plenty of pre-game commentary about tagging, Windhager predictably went to Nick Daicos at the first bounce.
Just as predictably, there were several spot-fires, and the umpires paid a number of frees for off-the-ball infringements.
St Kilda drew first blood, but Collingwood quickly steadied and took a two-goal lead at quarter-time.
The Saints lost clearances 10-5 in the opening quarter and won that critical stat 16-7 in the second as they kept pace with the Magpies.
St Kilda drew level early in the third quarter, before the Magpies kicked the last three goals of the term.
In-form Magpies small forward Jamie Elliott, who only had three disposals in the first half, kicked the last two of those goals in a crucial cameo.
But the Saints were not done. Trailing by 21 points, they surged with two goals to keep the pressure on Collingwood.
Then Nick Daicos, despite pressure from Windhager, snapped a superb goal to relieve the pressure, and Brody Mihocek put through another a couple of minutes later to kill off St Kilda's impressive challenge.
Speedy Saints defender Nasiah Wanganeen-Milera racked a game-high 35 possessions, while teammate Mason Wood kicked three goals.
Daicos's older brother Josh also had 30 possessions and, like Wanganeen-Milera, gave his side plenty of drive off half-back.
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