I have the exact same problem as you. The only place I've ever found Collard greens was at Metro although I have yet to try health food stores. I've never been able to find mustard greens or dandelion greens anywhere.
It is hard to find the dandelion & turnips greens, unless it's summer. You can freeze some of those veggies, make them into a slurry & put them in an ice cube tray.
I find some of these veggies at Chinese and African grocery stores.