except for the demo do you get to keep your weapons or anything that will happen in GOW 3 if you have the collection or chains of olympus

huh? are you asking if your items will be carried over to God of War 3? i'm assuming you're also asking if the collection contains Chains of Olympus (the PSP game?) and it does not. 

Well at the start of God of War 3 you will have some weapons that you had in God of War 2 regardless of the fact that you have or have not played God of War 2. Stuff like the Golden Fleece and Icarus wings.

I don't think that you get anything in God of War III because you have earlier save files.

no, unless they're planning something they haven't announced yet, which i doubt because announcing it now would increase sales over christmas.