Hi,
Let me reformulate my previous message:
It's the same for the collect on delivery. In your payment method, there is an option called "Order status notification" and if you activate it, you'll get both the order creation notification email sent AND the order status notification email sent when the order is created.
So if you don't need the order creation notification email and only want the order status notification email, you can then simply disable the order creation notification email.
Then, for both PayPal AND the collect on delivery payment method, you'll get the order status notification email sent and only this one.